Because of the prophecy: only one of them can return, so if Dhalia dies before Flore, then Dhalia goes back and Flore cannot go back, so she'll really die. If Dahlia lives and Flore dies, then Flore will go back to her original world and can live happily there, which is unacceptable to Dhalia.
Why does she want to go back to a world where she was bullied and an orphan???☠