Why does Davos go with Jon?

Question

From reading Why did Jon Snow choose someone he barely knew to this post?, over at Movies and TV, I came to realise that Ser Davos is Jon's Hand. If that is the case why would Jon leave Sansa in charge and take Davos with him when:

He goes to meet with Daenerys.

Surely it makes more sense to leave Davos in charge, or at least leave Davos to oversee Sansa.

As it stands, it looks like Littlefinger is going to use this to his advantage to manipulate Sansa into what he wants from her and that doesn't look like a sensible thing for Jon to have done.

Answer 1

Davos is important to the journey not just as a an advisor but because of his knowledge and experience

Davos might be Jon's Hand or counceler but more importantly he knows Dragonstone, how to get there, its geography and, as Bailey points in his comment, is an acomplished seaman and smuggler.

Given that Jon's travel primary objective is stopping the white walkers army, and getting Dragonglass is one of the ways to accomplish that, counting with Davos in the journey is a great asset.

Answer 2

Ser Davos has no ties to The North, only to Jon

It is not explained exactly what it is that ties Ser Davos to Jon Snow, but he definitely seems to admire him, as a leader and also as a person.

When Jon brought him along to Winterfell, won the Battle of the Bastards and was named King in The North, he didn't actually proclaim Davos as his Hand, or any other official position. So there's no reason for any of the Northern lords to follow Davos.

There must always be a Stark in Winterfell

What, like name a random southerner, up-jumped to his position by a 'traitor King' to rule over Winterfell and the North over a Stark? No way, there's no chance that the Northern Lords and Ladies would have that, no matter how much they support Jon.

The true war is coming

Additionally, when Ser Davos read the letter which was sent by Lord Commander Mormont asking for assistance against the impending doom of the White Walkers, he was instantly inspired, even convincing Stannis to take up that cause as well. This is Davos' primary objective, and going to Dragonstone to get obsidian and perhaps even the dragons themselves serves this purpose.

Even if he were the Hand

Remember when Jon announces that he must go to see Daenerys, and Sansa says:

Then send an emissary, don't go yourself

Jon replies:

Daenerys is a Queen, only a King can convince her to help us

What he's saying is that he needs as much power and authority backing him as possible, it would stand to reason that he would take his supposed Hand. Besides, Dany has her Hand next to her, why not Jon?

Answer 3

Well, the out of universe explanation is that Jon can't go to Dragonstone on his own.

There need to be two people at least on either side to have an interesting conversation that the viewers can watch. There's no other proper character that we know well in Winterfell who Jon can trust. Story wise it makes sense. In the real world not really.