It was your mother's job to prepare your sister for your eventual departure. I'm sorry she did not do that. Part of having children and getting them to maturity is making sure they will be OK on their own and that anyone still in the home will be fine when they leave. Clearly, that didn't happen. What you can do now is stay in contact with your sister on a regular basis.
Our niece (my husband's brother's daughter) is expecting her first child. While we are very happy for her, the way she announced her news, and some of her past actions, have affected my feelings toward her as they had directly impacted me, my husband and our kids. This niece announced her pregnancy to us (via FaceTime, as she doesn't live locally) at a family birthday dinner that was held for the combined birthdays of her father and our son.
It could be on the front page, or it could be in the business section, or maybe even in the sports section of the newspaper. But simply, at the breakfast table-hopefully on a weekend day where there's lots of time and everybody's very relaxed and the children are sitting at the table-just say, "Would you listen to this?" Then read that article, lean back in your chair and say, "What do you think of that?" And then just be quiet.