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Nina is just an unfun ***** and that's basically the story. If you remember in Tekken 3 when Nina was brought back from Cryo sleeo and had lost her memory Anna and her got along just fine when Anna had regained her memory and Nina had not. Then the second Nina regained her memory she hated Anna again.
Clearly it is basically a Tom and Jerry like thing going on but Nina seems to be the one who has the personal vendetta and not Anna who really seems she couldn't care less.