Duan Hong was a childhood friend whom she ran around with and playfully did the lover’s knot* with. She treated him like a brother but as they were not blood brother she should not overdo showing her feelings for him, although to her it was sisterly feeling. This may make the Emperor jealous and create opportunities for her enemies to frame her.
Now that she was a Madame (夫人, Fu Ren)**, she should conduct herself with more dignity instead of running around with unchecked emotions. Or is there something else? Perhaps, she did have more than sisterly feelings for him?
* Lovers who cut a lock of their hair and entwined them
** Highest rank amoung concubines during the Eastern Han period