yeah I don't remember everything word for word, but Reek told Ramsay that the kids are alive and with Osha so I'm guessing Roose assumed they'd go north to find Jon since he's their only presumable family left. Jon can't inherit since he's with the Watch, and (don't remember if this was in the show) no one's seen the letter Robb wrote that legitimized him as a Stark, so he really isn't a threat but Locke's probably going to kill him anyways.
they are going to be cramming a hodorload of story into these last 6 episodes.