Because they really don't do it enough in-game, despite that they're last two Auditore kids left. And because I noticed that during Claudia's initiation in Brotherhood, Ezio makes it very clear that she's following in their father's, Federico's and Mario's footsteps and he seems rather proud to finally bring her into the fold...yet it's never mentioned again? Especially considering Claudia's apparently years-long simmering annoyance at being left behind to fend for herself back at Monteriggioni.

How about the two bond after the assassin initiation ceremony? Maybe they hit up a tavern, get a little tipsy and silly and all sweetly nostalgic for how far they've come all "that which doesn't kill me makes me stronger." Nothing too sad, but still acknowledging that they're assassins and they're literally half the family they used to be. Bonus points for their mom chiming in or making an appearance.