I am in this same situation. I recently made a quilt for my cousin that she had commissioned me to do and paid me very well for it.
Since then my niece keeps asking me when I am going to make her a quilt? I told her the cousin had paid me very well for the quilt I made her, but my niece comes back with - but I thought I was your favorite niece. She keeps asking and I just kinda ignore the question because I simply can't afford to make her one at my expense but she won't accept that as my answer.