If this little girl had asked me, I think I would first have complimented her on her correct observations: first, that people who are related do often have the same last name, and second, that she has been paying attention to what’s going on in the larger world.
I wouldn’t use the presence or absence of TV coverage, though, as proof of anything at all. Instead I would probably have said that there are a lot of things that are true in one direction but not the other. For example, a lot of cars are red, but that doesn’t mean that all red things are cars.
I might even introduce a Venn diagram, which I think a 7-year-old could understand: this big circle is all the people with the last name of Sanders, and this little one is all the people who are related to Sarah Huckabee Sanders. The circles overlap, but see? There are some people related to her who aren’t named Sanders, and there are lots of people named Sanders who aren’t related to her.
You can look up information about both of them and see that as far as it goes, they don’t appear to have any relatives in common.
Maybe they did, way back somewhere, but so did lots of other people, and it isn’t important now.
And I would encourage her to keep asking questions. She’s good at it. Noticing the possible connections among things is a great way to learn, as long as you watch out for attractive but misleading similarities.