The simple fact that the valence electron is held by sodium is due to the coulombic potential (although weak) between its nucleus and the electron. That energy that's holding the electron in must be overcome in order to ionize it.
This reasoning can be confused with electron affinity, which is the energy released when adding in electron. This can be negative because some atoms (halogens) like to have an extra electron added, so energy is released. And it's positive for atoms that don't want that electron added, like sodium. The reasoning is different because in the case of ionization energy, it costs energy (positive) to take an electron, simply because the nucleus is holding it with some force. Think of stealing versus donating money (electrons) from/to people (nuclei). It always takes some effort to steal money from a person, even if they're rich. But sometimes, it takes essentially no effort to donate money.