Exactly! I couldn't have said it better myself (and I didn't). I've always thought it unlikely that Sandor becomes some kind of guardian angel for Sansa or Arya just because he's had some positive interactions with them in the past. It just doesn't make any sense. He was a bit of a father figure to each of the girls and his role was to help expose them (and us, the readers) to the harsh realities of life in this world. That role does not extend to running off to help them out of their predicaments.
I always had the impression of Sandor that he was actually a good and moral person who works hard to convince himself that he is something darker. There are plenty of glimpses of character that slip out here and there where he does the right thing despite it being against his interests (for example standing up to Joffrey to protect Sansa). He has me convinced, but the big question for future books is whether he will ever convince himself.