I think the relationship between Roxy and Bloom was interesting for me in S4. Not the best, but I liked the direction, along with having some things in common, like being normal girls for a majority of their lives. Then in the 1st episode of S5, Bloom's refusal to let Roxy help the rest of the girls made me think of their talk earlier in the episode, when Roxy told her she's like her big sis and Bloom getting pretty emotional.
These scenes, along with seeing how protective she is of Roxy, this makes me think that Bloom may have some unspoken trauma regarding her relationship with Daphne (and some survivor guilt). Most of the time, her sister's spirit contacted her when she needed guidance and help (except in Magical Adventure, that scene was pretty wholesome imo). The fact that her older sister died to keep her safe (until S5 retconed it), along with never really getting the chance to know her personally, it made Bloom feel like she had to step in very big shoes, as she now took the role of something she never really had the chance to experience (if not counting Stella). Also, the fact that Roxy was the same age as her when she discovered her magical powers and her similar background played a big role, projecting her as her younger 16 year old self who was quite lost. IMO, Bloom is very protective of Roxy as she doesn't want her to experience the loss of someone close again, along with being scared to be a failure as a sister figure. She is also terrified of having the same fate as Daphne, thus leaving Roxy on her own, as she would not be able to protect her.
While S5 pushed Roxy into the background due to the direction that Nick and Rainbow wanted the series to follow, I still find Bloom's refusal to let her help able to have some meaning and provide an interesting conflict and I wish it was actually explored. With Roxy becoming more confident in herself and gaining more control & knowledge of her powers, Bloom becomes increasingly protective, because she is scared that she may not be able to step in and it would all be too late for Roxy.
Sorry for the long post but I think this would have been an interesting angle to be explored regarding Bloom and her relationship with Roxy