I think the idea here is that he loved (in his way) Sansa so much that love made him such a fool, especially now when she is so close to him and his dream is becoming true. He trusted her too much and told her way too much. She was his blind spot, and he physicaly cant imagine that she could betray him. He thought he is her hero after he saved her life in a battle of a bastards and after he helped her to run from Cercey. Petyr is a brillian schemer but he was cought off guards and he could not find proper words to defend himself simply because he was heartbroken. Now when she, the only thing he lived for, turn her back on him, things no longer make any sense, he is weak, miserable and don't know what to do. And thats why this scene kinda brilliant to me - thats vivid drama about people and passion.