No, you shouldn't necessarily feel guilty–not unless you should be doing something for your sister that you aren't. Even if you did try to do more, she might never be satisfied; some people simply are like this.
Why does she act this way? I can only guess at the reasons (and your guess is probably as good as mine). Some people, for example, have a deep-seated drive to control other people–and now that you both are adults and live at some distance from each other, your sister can't control you any longer. Making you feel guilty, or manipulating you into doing things she doesn't really need you to do, may be her way of trying to retain control.
But whatever the reason for her behavior, the real issue is how you should react to her. First, remember Jesus' command to His followers: "Love one another. As I have loved you, so you must love one another" (John 13:34). How can you put His love into action? First, make sure you aren't overlooking any genuine need your sister has that you can meet.
Then ask God to help you confront her, lovingly but honestly, about her attitude. Loving someone means we want what's best for them–and what's best for your sister is for her to change. In addition, make Christ the center of your life, and urge your sister to do so also. He can give you both a new level of love.