As an INTJ I never developed the need to even have 1 close personal relationship until I was 20; before that I'm sure every person on the planet found me disgustingly indifferent; to the people I considered friends I think to the they considered me more of a close pseudo-acquaintance. My mother is an ESFJ and my ex-fiance was an ENFP: so I have heard your complaints at least 1 million times.
Its not that we wish you to change we like you exactly as you are (I know that we don't show it often or at all); if we didn't you would get the cold shoulder we give to the poor schmucks who we rather brutally chose not to know at all. We do however get frustrated with your tendancy to say the same thing over and over, we are very capable of understanding the first time. We just want people to accept our need for independence and emotional distance: when feel the need to close this gap we let you know.
I imagine your sister is under 18 and as such has not developed the social skills we tend to gain as we start to grow into our beliefs and moral structure; in which case all you need do is indicate that if she ever needs anything that you are willing to sit and listen to her rant about string theory, play chess with her or listen to her plans for world domination.
You may gain additional perspective on your sister by reading through some of the INTJ articles, (I recommend
INTJ/ENFP: Joys and Frustrations as a starter) and the Enneagram Type 5 articles (that type most frequented by INTJs).
Just to warn you; as an ENFP the chances are that INTJs will be drawn to you throughout your life.