Sandy Dunn is Roger's girlfriend. She's in fashion PR, a stylish Stacy London type, but she's more New York City than London. See, Sandy is… American. That means she may be impeccably dressed, but her manners fall short of the mark, at least in the Major's opinion. It all starts when she calls him "Ernest" instead of "Major." The audacity of this woman.
If this sounds silly, it is. And the Major realizes that manners aren't everything. Sandy is a saint next to Roger. Roger may have the concept of manners down, but he employs them like a robot who has been programmed to do them, with the ultimate directive of world domination. Sandy is a sweetheart, and the Major warms up to her.
The Major might even like Sandy more than his own son. He's sad to see her go when she leaves Roger at Christmas, because she's the only nice part about spending time with Roger. He doesn't seem concerned with how he son feels about it at all.
It isn't bad manners for Sandy to leave Roger at Christmas, either. After all, it's not like he cares about her as anything more than an accessory. He frequently ignores her in favor of advancing his career and social standing.
Worst of all, Roger gets Sandy pregnant and convinces her to have an abortion. Why? Pretty much because it's inconvenient for him. A man can't climb the social ladder with a baby hanging on, can he? He tells her they can try again next year, though. Uh, because that makes it better…
For Sandy, that's the last straw. She says, on Christmas Eve, with American practicality, "Funny, isn't it, how people insist on hanging on through the holidays" (19.32). And she returns to the States, never to be seen again.