Well, I am not an uncle but I have a 9 year old boy, who will be 10 this summer. This is what I can tell you. At 9, he's not as snuggly as he used to be. I catch him rolling his eyes when I'm telling him things I find interesting. He wants to sit an play his DS or Minecraft rather than have mommy read story books. He announced his crush on a girl in his class this weekend.
His tastes are changing. He still likes Spongebob but he also likes older kids shows like Invader Zim. He's on the edge, one minute a little boy and the next a pre-teen, switching back and forth. Even when I take pictures of him he often has the look of a teen instead of a little boy.
I'm guessing that something similar is happening to your niece. I remember at that age I was starting to become more aware that I was not such a little girl. I wanted my own space and started valuing things like "my room" and "my privacy."
I wouldn't take it personally.
Plus, you live there, so she sees you every day vs. other "uncles" who only come to visit. So she's not going to be excited to see you every time she enters the room.
Another thing. Kids are really good at picking up on emotions more than you realize. If you're depressed she's going to pick up on that. If her parents do not also have depression, then she has no idea what is wrong with you but sees something is wrong. So she might shy back a bit from that. Plus at ten years old kids are not equiped to emotionally handle adult issues. So, thinking "I just can't switch it on and off being an uncle" is way more than she can handle. With kids, you have to be able to switch on and off. You have to say "right now I'm a nurse, now I'm a cook, now I'm the annoying person putting them in time out."
My advice is just to be happy when she's wanting to play, and don't take it personally if she ignores you. Always say good morning, or at dinner ask about her day. Even if she gives you "I don't know," that stuff rubs off on them and she will remember you as someone who cared.
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