We can see in Mrs Marlow's references to her youth that her mother was always a Very Difficult Person, presumably before her conversion.

I don't think Ann is particularly 'trying to to be holy' - one doesn't get the impression that she takes a line of personal self-righteousness, but her perennial helpfulness and doing things for others is both exploited by and annoying to her siblings (this is almost distinct from their irritation over her piety). She seems to have 'boundary problems' with family members: because besides being an effective prefect she's also shown as an excellent Guide patrol leader who stands no nonsense from her patrol members and is adored by them. More effective in this respect than Karen is shown to be (e.g. in Autumn Term). Family dynamics at work?