Everyone always got up in arms about Arya declaring herself at the Bloody Gate and then going nowhere.
I think it's rather obvious that the knights would assume that Arya laughing like that therefore obviously had to be a fake, so they'd think Sandor Clegane was just looking for coin and got a girl he was going to claim as Arya but who wasn't her and therefore not admit him or Arya.
Idk, those knights aren't laughing. I think they took them quite seriously.
Just a plot hole.
"I can see it. You have more of the north in you than your brothers."