I believe that Anne was using the 'nothing of conversation' in that quote. She meant that they were nothing to justify the great pains her father and sister had taken, and that Lady Russell and Mr. Elliot seem to feel worthwhile.

Had Lady Dalrymple and Miss Carteret needed assistance, or shared an interest with Anne, I am sure she would have socialized with them civilly enough, and might even have gotten some enjoyment from it. But she would not have jumped through the hoops that her friends all thought acceptable for the privilege of the acquaintance.