Winterfell has been a part of the North (capital of the North) and the home to the Starks (for over 8000 years). They've been a part of the Seven Kingdoms for probably a lot of years (if not centuries - but I am not sure of this). It has been under King Robert Baratheon's and before that under the Mad King's rule.
So why is Sansa so hell-bent on trying to have Winterfell as a free kingdom in Game of Thrones season 8? Even after Daenerys helped Winterfell against the White Walkers, she refused to bend the knee and even in the last episode, she requested for an individual kingdom citing "her men have died defending the kingdoms from White Walkers and those that survive are too distressed to again be under anyone's rule".
Bran now being the king of the Six Kingdoms wouldn't be a threat to Winterfell and the North wouldn't really mind-bending knee to a Stark who rules all the kingdoms.
Yes, Winterfell faced Theon's usurping, the battle of the bastards, the long night war and probably a lot of other things, but a lot of the other kingdoms down south have faced war, and yet none of them want to be separated from under the Kings Landing banner.
What is Sansa's concern? Why does she want Winterfell to be independent?