Pip likes Joe more than his sister because he is a much gentler, kinder person. Mrs. Joe, as she is called, is twenty years older than Pip and a mother figure rather than sister. She treats both Pip and Joe harshly. She has a temper, and Pip says she often hit him when he was a child and that she hit Joe, too. She is an unattractive woman who rules the roost without sensitivity or empathy for the other members of household.
Joe, in contrast, is a kind, compassionate, easygoing blacksmith who feels for Pip. The two males bond together to deal with Mrs. Joe. For example, when Pip comes in after his encounter with the convict in the graveyard, Joe warns him that Mrs. Joe is on a rampage. Mrs. Joe expresses her bad mood by throwing Pip like a "missile" at Joe, who catches him and places him high on the fireplace, where it is harder for Mrs. Joe to get at him.
Mrs. Joe complains about the toll it has taken to raise Pip "by hand" and says she would never do it again. She complains too about being married to a blacksmith and says the two are driving her to an early grave.
While Mrs. Joe makes Pip feel unwelcome and as if he is a bother to her, Joe shows the boy love and affection. It is not difficult to understand why Pip would gravitate to his sister's husband for comfort and companionship.