The Mayor had warned him not to interact with her too much and since he was a son that respected his father and wanted nothing more than to follow his father's teachings, he simply nodded and listened to this one order for years.
He would secretly watch over his little sister grow, but would say nothing to her.
When she died, he regretted it all. He cried for three days straight and refused to eat any food. He insisted on going to her funeral and seeing her for one last time, but the mayor locked him inside his room and told him that her corpse was too unsightly and might traumatize him forever.
Shao Yan tried to fight against his father and go. He sneaked out of the Mayor's house and went to find her grave but the mayor ordered the guards to beat him up and forced him to be locked inside his room.
In the end, Shao Yan was still young and wasn't even able to attend his sister's funeral.