She sounds like a script writer's device to justify more screentime/"insider" exposition/dialogue for Littlefingers through the first two seasons until he no longer needs it after he gets Sansa for all this (though I guess it's plausible they will keep her around - ie bring her to the Eyrie - to give someone from home to discuss with for Sansa scenes, or for scenes with Littlefingers where they want exposition/foreshadowing about stuff he keeps from Sansa. It's rather obvious they see Littlefingers as an important character for the TV series (audience friendly slimy figure, for whom they cast a great actor known to the HBO audience for his noted performance as a rotten politician on The Wire) and feel the need to keep him more present for the audience than Martin could afford to do in the novel format, where characters like him play a role, vanish for a while and return in bigger parts as the plot demands. Fantasy readers are used to that, but that doesn't work well with a TV audience (that would become a major casting problem in adapting a series like WOT, for instance - Jordan has way too many "guest stars" who return over and over for a few specific episodes then disappear sometimes for many books before they return. By the mid-series, he has dozens of those playing small recurrent roles in the entourages of the main players. ASOIAF has some of that too, but it's far less critical and Littlefingers & Ros seems like an example of how they chose to address this complication typical of the modern huge Fantasy sagas)

For e.g., Ros may become "useful" as well for scenes with Tyrion's own whore later on (isn't there a minor named whore character at the brothel at some point later the established Ros character could simply replace?).

As for involving her in a minor way with Jon, Theon and having her come all the way from Winterfell, it sounds like an effort to "build her up" with minimal additions to the story (aka building her a character arc economically), to give the viewers a character they can follow rather than giving Littlefingers scenes with random whores and such. If they kill her off later, having done this will increase the impact with the audience, and scriptwriters are obsessed with this kind of thing nowadays.