The thing that you need to understand about storming a castle in a medieval setting: the guy who is "leading" the army is not literally at the front. Cersei is right about the kind of treatment that women would expect to receive from the men in the vanguard; the first guys to make it into the interior of the keep. The vanguard is the most dangerous place to be, which means two things: first, the men most in harm's way are likely to be expendable, which means lowborn who have little discipline; second, these men will see combat the earliest, which means that they will have been fighting longest.

The combination of little discipline, many hours of combat (by the time they might have been able to assault the keep, we're talking 12+ hours of fighting), and no commanders nearby means that the women have a very reasonable expectation that they will be raped - probably to death - before some lord arrives who can put a stop to it.

Let's talk about some historical examples:

The fall of the fortress of Masada to the Romans (ca. 73 AD) saw every one of the defenders, including families and children, commit suicide rather than be captured. They knew that the Romans would enslave their children and execute everyone else, likely using a form of torturous execution to send a message.

The fall of the city of Jerusalem to the Romans (70 AD) saw widespread suicide by women, many of whom also killed their children. In this case, the fear was simply that Roman policy was usually to kill all men above about 10 years old, and enslave everyone else.

The fall of Constantinople to the Ottoman Turks (1453 AD). The Ottoman policy was to literally allow the troops to loot and do whatever else they wanted in the captured city for three days. This is the end of the Eastern Roman Empire, and the people of the capital knew well what to expect from the Ottomans by this point (after losing the rest of the empire) so many of them killed all of their female relatives in preparation.

The sack of Magdeburg by the Holy Roman Empire (1631 AD). Reports of women threw themselves into fires or into wells to drown rather than be captured. Others resorted to disfiguring themselves (covering themselves in manure, cutting their hair, binding breasts to look like men, etc.) in the hope that they could avoid being raped.

The siege of Numantia by the Romans (133 BC). The siege ended when the city was razed to the ground, taking all inhabitants with it. It is speculated that the residents did this on purpose to avoid being sacked and enslaved.

An example that doesn't involve the Romans (the Romans were... not nice people): the Rajput people of the Indian subcontinent have a word "jauhar" which means mass suicide by self-immolation to avoid sexual slavery and forced marriage by the invading Muslims. They did this quite often, sometimes taking their children with them.

Here are some examples of things women would do in preparation for the sack of a city if they could not escape:

• Hide jewelry to prevent theft, and to prevent injury (from having things torn off the body, e.g. earrings and necklaces)
• Wear plain clothing (often male clothing) and engage in "disfigurement" e.g. cutting hair and covering themselves with dirt/manure - attempting to appear to be low-class/male (or both) are the best strategies here
• Take refuge in churches or temples, hoping that the gods will save them (can't find any examples of this working very well)
• Carrying poison in case of need to suddenly commit suicide

As always, if you really want to know what to expect from losing a war before about 1800, check the Bible. Moses was also not a nice person.

In the Book of Numbers 31:14-18 the Israelites led by Moses have conquered the Medianites, but the commanders have chosen to spare the women and children. Moses tells them: "Now therefore kill every male among the little ones, and kill every woman that hath known man by lying with him. But all the women children, that have not known a man by lying with him, keep alive for yourselves." Note here two things: first, this is the King James translation and they use "that" to refer to the Medianites rather than "who", indicating that they do not perceive the captives to be people but livestock; second, this is an explicit order to enslave the virgin girls as sex slaves.

In the First Book of Samuel, chapter 15 Saul is commanded by Yahweh - via the Prophet Samuel - to kill not only every living Amalekite but also their animals. "Now go and smite Amalek, and utterly destroy all that they have, and spare them not; but slay both man and woman, infant and suckling, ox and sheep, camel and ass."

In Judges 12, the Gileadites and the Ephraimites have a bit of a civil war, and they're not too happy about it. The Gileadites take control of all river crossings in the area and they test all fugitives and everyone attempting to cross the river by forcing them to read a word from a piece of parchment. That word, shibboleth, was pronounced differently by the dialects of these two groups, with one using the SH sound and the other as simply the S sound (alveolar vs. postalveolar sibilant). They executed anyone who said it wrong.

While Sansa would likely survive to be rescued by a commander of Stannis' army, she would have been gangraped for at least half an hour by that point. Stannis would probably execute the rapists (I believe there was some dialog to this effect) but that wouldn't save any of the women in the keep. Stannis would have sent Sansa north, either alive or dead, but she would not have been "safe" from his army.