I was just about to respond with this exactly, but you described it so perfectly. Yes, her limp cupping of the sister's hand looks incredibly painful.I don't love speculating on how people behave in grief. People often act very strange indeed.
HOWEVER - I also noticed SG's hand contact with her brother is quite different to the contact with AG. She places her hand in her brother's hand and strokes his hand during the video. Her hand is then almost like a claw over AG's's, and there is no movement or stroking at all (unlike the earlier video where there was more touch and movement between the two).