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 may be the pull and force to bring each other down. 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.
Why are female friends important? Because bringing another woman down for not conforming to society is bringing yourself down. you not only acknowledge your "enslavement" to society but also promote it. However, this in no way means no criticism, only sweet talk; it means celebrate Each and Every woman, rather than just "women". Nettie Struther is an encouragement to this society of "doomed" women, as she saves Lily not only by physically helping her but also appreciating Lily's efforts of help when Nettie most needed it. As Roberta Annan says, it is all we need because We are in this together.
Wharton, Edith. The House of Mirth. Penguin Classics, 1986.