Daphne was fed up with Hermione, who was annoying her daily in all her classes. Daphne likes to attend charms, Muggle History and DADA, but sadly those three classes were the classes where Gryffindor joins with Slytherin students.
This just felt so right to her. Being connected to in such an intimate and fundamental way. They weren't just siblings, not just normal twins. They were two pieces of something whole, only feeling complete with the other.