Thinking about the scene in which Marrow confronts Winter about activating the bomb while JOYR is still in side the whale, and Winter tells him that they have to do it, that she warned them and that they couldn't wait any longer to kill that thing. Then Marrow brings Weiss up, and while he couldn't see her face, Winter's tough persona breaks, and we see that she is struggling just as much as he does. That she hates all of this, that she doesn't want to do this to JOYR, that she doesn't want to have to tell her sister that her friends are gone, and much less, imagine what she would do if it was Weiss inside that thing. However, Winter takes a deep breath, regains her composure, and tells Marrow that yes, because that's her duty.
Because that's what Winter did. She put her duty, the important thing, before anything else, regardless of how she felt about it. No matter how much it hurt her, she put it before her own wants, her own needs and even her own life. That's what she did.
Here, Winter has already defected. She has defeated Ironwood and now that Penny's gone, she is also the Winter Maiden. And Winter is going to fight Cinder and get the relics back.
And Winter actually does quite good. She does manage to get the Staff of Creation; however, Cinder lands a hit on her, which causes the Staff to fall from her hands.
She could have retrieved it, and she was going to, but then, to keep her away from it and herself and the Lamp, Cinder does her favorite move: attempting against Weiss' life.
And it works. When she sees Cinder targeting Weiss, Winter doesn't think twice: she forgets about the Staff, and desperately tries to get there as soon as possible to save her.
However, she's not fast enough. Winter doesn't make it, and, as far as she's aware, she's just had to see her sister die in front of her eyes because she wasn't fast enough to catch her.
We all know what happens after this.
This was the one time—the one fucking time—Winter chose her own wants (saving Weiss) instead of her duty (retrieving the staff before Cinder could).
She didn't get the relics. And she didn't save Weiss. And then she couldn't kill Cinder in revenge, either. Damn, she couldn't even save Jaune, and now she has to tell his team who've already lost a teammate and other friends that he's gone now.
This was the one time Winter chose what was important to her—not to Ironwood, not to Atlas, not to the rest of the world, to her, her little sister, the person she clearly loves the most in the world—and she lost her anyway. She lost everything.