I think it's very simple. Bran has had a lot of emotionally damaging experiences, from being pitched out of the tower at Winterfell to those terrifying experiences running from the White Walkers, to watching Hodor die in his defence and having been separated from his family when just a child. His emotional development has to be stunted. No wonder he could summon up little feeling for Sansa. As for why he picked the horrid wedding night scene to reminisce about, maybe it was because he was an emotionally stunted person trying to explain he can now see everything.