Ah yes, Catelyn. I did forget that. But I'm not sure anyone now alive knows it, even in the books. In any case, I'm very sure Arya does not know. The only one who could plausibly tell her on the show is Bran. If she does find out, I can see her allowing her desire for vengeance to override even the danger from the WW, which could cause real problems with Jon and others.

ETA: Baelish certainly would have been on her list had she known what he had done. I see Jaime as in that category.