Maybe, as much she snarks at him, still very much cares for Odd, and they're practically siblings.

Ever since they met when Odd was a child, both he and Mauve went through similar tribulations relating to their past/learning they're not exactly what they thought they were, so even though they can harp on each other at times for how they handle their own baggage (Mauve trying to act haughty/above her own issues and Odd trying to downplay the trauma he's experienced) they both still deeply appreciate having each other and being able to express how they're feeling to someone they can relate to.