Why does Anne say that Margot is more of a proper lady?

Margot has a completely different personality to Anne. She is much less exuberant, for one thing. She also does not seem to share Anne's romantic tendencies when it comes to relationships. Anne makes her sound as if she is quite prim and proper in relation to boys. In that sense, she very much takes after her mother:

I’m pretty sure Margot would never kiss a boy unless there was some talk of an engagement or marriage. Neither Peter nor I have any such plans. I’m sure that Mother never touched a man before she met Father. What would my girlfriends or Jacque say if they knew I’d lain in Peter’s arms with my heart against his chest, my head on his shoulder and his head and face against mine!

Margot comes across as pretty conventional, which is in complete contrast to her sister. Anne follows her heart; she does not really care all that much about what other people think. Margot, however, will not give her heart to someone unless it is a relationship that could lead to engagement or marriage. In this sense, Margot is more of a "proper lady" than Anne. She acts the way that society would expect her to behave. Anne, on the other hand, with her passionately romantic soul, defies convention.