not being interesting to Maria and Julia. On the other hand, in this situation Fanny is somewhat interesting at least to Maria, since Henry has declared his love for Fanny, which has just made Maria drop her chin.

While reading, I was imagining Maria declaring how she can't imagine such a thing, etc. And I was wondering, what would Mary respond to something like that in reality (not in what she relates to Fanny in the letter).

Would she confirm to Maria what a wonderful person Fanny was, and what a good friend she has been, and that she is so very deserving of Henry's love?
Or would she say, that she also doesn't understand Henry?
Or maybe something completely different?

Maybe that describes better what I was imagining while I was reading this part with the letter.

I agree with you that she is only loyal to herself. But I'm not so sure that her friendship with Fanny is so sincere. I always thought Mary befriended Fanny for two reasons:
1) After Maria and Julia moved away, life was boring for her and Fanny was the only other female she could really spend time with, and
2) she sees it as a prerequisite to getting Edmund to love her, since she knows how close Edmund and Fanny are.