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Being 13 years apart, Didyme and Aro had never really experienced needing to share much with each other. Because of their difference in age, they very much held idealised views of the other sibling; Didyme saw him as somewhat of a stand in parent and he fostered his younger sibling, feeling more protective of her because she was a girl when the rest were brothers.
This changed when they became vampires. When Aro returned he still saw Didyme as the young girl he'd left behind, the one who'd idolised him, not the woman she was becoming. They were in fact quite different people, and may not have remained close had their human lives remained as such.
As vampires they began to frequently bicker as siblings closer in age would, Aro jealous of her closeness to Marcus ( whether that was because Aro coveted him for himself is undetermined, though Didyme suspected as much ) and that Didyme seemed to have a natural way with people that he did not. Aro controlled people with force, Didyme could persuade people with grace. By all regards, Didyme was more of a natural born leader than her brother, and part of her knew it and liked it.