I dont see any evidence that Mary is a "daddy's girl" or wants to be closer to her father. I think that her difficult personality problaby puts Lady Russ off trying vry hard with her, when she si married and settled... and she herself iwth her willingness to beleive that she's always being "neglected" by people, means that she would be touchy and hard to reach...So problaby she feels that Lady R does not take enough notice of her and so she is cool with Lady R and Lady R, not caring as much for her as seh does for Anne, is content to leave her to herself...