Been reading back over this thread and wasn't going to add anything but I feel I kind of have to. This isn't something I have had personal experience of but I have a close friend that has.
My sister and I have been (and are I guess) friends with this other girl (lets call her A) and her sister (B) since we were about 4 and 5. both perfectly nice kids from a very nice home with educated, middle class parents.
The one problem they had (and it was blatantly obvious even to me as a 4 year old) was that the mum 'got on better' with B than A. She wasn't ever nasty or remotely abusive to A but it was always apparent that she prefered B and personality wise they were more compatible. She even used to joke about it in front of us kids and say things like " well I can't help who I like can I?"
She may not have been able to 'help' it but by being so obvious in her preference for one child as opposed to the other - she created 2 seriously mucked up kids (and now adults). B is the most spoilt, manipulative and selfish person you could ever meet.............all because she has been told and shown throughout her childhood that she is the 'better and nicer' child. A on the other hand has suffered the worst kind of lack of self-confidence imaginable......leading to eating disorders and the inability to trust anyone 100%.
Now, I'm not for a second saying that you and your situation are in the same realm as this but please be aware of what you say and do around your two............even without the hurtful comments and aside's A&B's mum made, deep down they knew it anyway just by the way she was with them. We all did becuase kids pick up on body language and different atmospheres without there being a signpost to lead the way.
Please don't just ignore the situation and hope "we'll get closer as she gets older"......your attitude and treatment of her (and her brother)may already be affecting them long term and the sooner you do something about it, the better off you will all be.
I'm not preaching so please don't take it that way - I just know up close how these things can escalate and the damage they can cause.