Thinking about this I can't name a single moment (personally) where I'm like 'Aww, little sister and big brother' but what I do think about is Max's internal dialogue from her book 'Runaway Max', and even though it's not canon I think about her first interaction with Steve and how she was expecting him to be just like Billy.
Like she was a waste of space, like she was just a stupid little girl because besides her real dad men above the age of 12 have never shown her any respect towards her. (ps. We also deserved Robin and Nancy being her big sisters)