The friend Lily never had
As Nettie repeatedly admits, Lily did her a favor and saved her, Lily was the savior to Nettie that she never had for herself. Lily was a "friend". Whereas Lily admits to Selden that
"You don't know how much [she] need[s] such a friend, [...] the other women- [her] best friends- well, they use [her] or abuse [her]; but they don't care a straw what happens to [her]" (Wharton 9)
The women Lily called "best friend" when applied to her situations seems ironic because "friends" in Lily's life barely hold any meaning. The women Lily called "friends" did rightfully use/abuse her and eventually lead to her doom. This quote not only signifies the importance of friendships, but also reflects the ways in which women Knowing "nobody cares" and yet calling them friends may be a subtle implication that "friends" and a little care may, after all, be what Lily craves for. The care Lily shows to Nettie at her (Nettie's) breaking point in life is what Lily in turn needed in her life. The interaction with Nettie and her baby is what Lily remembers in her final moments; thus, a friendly gesture of care might really have saved Lily from her doom.
Wharton, Edith. The House of Mirth. Penguin Classics, 1986.