I didn’t even know that this was a debate, but that wolf was clearly Nymeria. She was a direwolf with the same markings, they don’t exactly grow on trees.
Arya says “That’s not you” because she can’t believe a wolf who she raised since a pup, who loved her deeply, could walk away like that. She was hurt.
Why did Nymeria walk away? Lots of reasons, probably. She may be enjoying a human free lifestyle away civilization with her badass wolf pack. She may have been protecting Arya from her pack (notice how they didn’t even attack the horse). It could be she is still mad Arya abandoned her in season 1 and threw a rock at her.
Regardless, she is probably coming back. Seeing that scene in context shows it was completely out of place UNLESS it was meant to reintroduce Nymeria into the plot.