Marieanne and Margaret running and laughing on the downs appear like a 'cameo' of the Romantic Movement in the 1790s'. Children or cherubs in art and poetry were often extolled as emblems of innocence and spontaneity, often seen amongst wild scenery.
They seem quite close as sisters, and take pleasure in each other's company on the downs. They probably went on many of the beautiful walks togehter around the country which the text mentions.
Later, Margaret observes Marieanne with Willoughby alot. Yet Willoughby doesn't seem to interact with Margaret much. I doubt they were much aware of her presence when he took Marieanne's lock of hair.
I agree Elinor has a different sort of relationship with her sisters, as advisor to mother & sisters.
No wonder she's often earnest and serious with the family responsibilties.
Yet I wonder if Elinor while childing reveals a sardonic sense of humour with her reply,

'Take care, Margaret. It may only be the hair of some great uncle of his.' (ch.12)

Elinor would realize it was ridiculous the so-romantic Willoughby should wear a lock of his uncle's hair. ;)

What she may enjoy momentarily, is reducing Maraget's implication of ardent attachment to an absurdity to remind her eager, romantic younger sister she'd already made a suppostion on the picture Marieanne wore at her neck of their great-uncle.
Also, a possible defence against her worries of Marieanne.
Then hearing the particulars, she accepted little sister's account- Margaret gave a reasonable interpretion on the keepsake lock of hair and their intimate whispering together as confirmation of an engagement, but nothing was said by either of them.

I believe in JA's era, locks of hair were intimate and highly sentimal gifts to lovers.
Parents sometimes cut locks of their children's hair.
Locks of hair don't disintigrate so were considered a symbol of eternal love they were often set in lockets, often encircled with tiny gemstones and are lovely jewellery.
:D