There is no advantage, unless she thinks Jon is an imbecile.
This is only true, if you think Jon is some sort of tactical idiot. Knowing that an army of heavy cavalry is coming, doesn't mean you have to strut around like the cock of the walk advertising that you have 3-4k heavy cavalry about to show up.
The knowledge, however, totally changes the strategy Jon would have employed. Ramsay wasn't going to kill Rickon, until Jon attacked, because it was his plan to lure Jon into a mistake. So if Jon knows the Knights of the Vale are OTS (that's on the scene for all you fellas that are not down with the lingo!) He waits a couple of hours before he marches in. Everything goes the same, except, the Knights hit the Boltons 5 minutes sooner, and Jon doesn't lose his entire force more or less.
There has to be a little suspension of disbelief here, because it's actually ludicrous to think that an army of heavy cavalry that is at most a couple of miles from Winterfel isn't going to be seen by scouts from either side.
So, since LF and the Knights WERE able to sneak up, then we have to assume Jon knowing they are sneaking up doesn't impact their ability to take Ramsay unawares.
Anyway you want to slice this pizza pie from a logical/rational point of view, Sansa did Jon dirty.