Another reason that Stansas hate the idea of Arya and Dany being friends (outside of them wanting to demonize Dany) is that they've convinced themselves that Dany and Sansa are the only main female characters, so if a Stark sister is going to have a significant relationship with Dany it has to be Sansa. Arya being constantly downplayed and treated like an accessory to Sansa has generally led to the consensus that her relationship with Dany will be defined by whatever Sansa's relationship (positive or negative) with her is. That's why Arya is always being left out of the "we were robbed of [x] female character friendship" conversations and why theories about Dany/Arya getting along are treated as Sansa hate; Arya, as a character, is seen as secondary to Sansa by a lot of people