Daphne really loves her sister, even if she's often mean to her.
Once in her Fifth Year, she saw Pansy threatening to drag Astoria to Professor Umbridge if she continued to refuse to snitch on a fellow student. Still pretending to be a willing part of Pansy's gang – Merlin, that whiny girl was insufferable – Daphne convinced her to let Astoria go, making her believe that she would discipline her sister in a very painful way.
The moment they were out of there Daphne wanted to say that deep down she really cared, that she was mean only because she believed in tough love and Astoria needed a thick skin to survive in this world, and that she would never let anyone or anything hurt her little sister, but was unable to utter a single word of it.
She instead ranted about having a ridiculous, goody two-shoes sister who thought snitching was wrong and wouldn't do it not even to save herself from punishment, and about no one ever wanting to marry Astoria if her hands were all scarred because of Umbridge, and "why did I just help a stupid little foul thing like you", then half-heartedly shoved her before storming off.
She sulked when Astoria ran after her and gave her a loving hug.