You are correct, this did happen (although I would not go so far as to call the cousin arrogant, which denotes a haughty demeanor -- she was to me simply giddy and impulsive, and definitely less repressed than her cousins). Note that in a previous scene she actually sat on his lap and rubbed his temples to make his head feel better.
I believe an undercurrent of the storyline concerning the father is he has a repressed desire for his daughters. Although not stated, this could have resulted from unresolved feelings following the loss of his wife for whom he had (according to one scene as observed by Elizabeth) deep affection (or at least not mere token affection, as evidenced by the number of children).
In light of the times and his religious affectations, he tightly controls these impulses, which morph into a rigid control over all his children. There is a definite love/hate relationship on the father's part, especially for his daughters (more like scorn for his sons whom he considers weaklings).
So, when he passionately kisses the cousin, he is shedding a little light on the inner turmoil of his repressed feelings (but quickly puts a lid on this and returns to his cold, stony behavior).
Most of this is of course inference, but a careful examination of the subtle handling of this complex character in a fine portrayal by Sir John may yield similar conclusions for you.
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