Siegfried apparently inherited some of the mental problems common in his family which was the reason the engagement was called off. Neither one of them ever married--I wonder if Annunziata never got over him? Both lived for about another half century. 
I don't think that Siegfried had inherited his mental problems, although they were quite common in his family. Just think of the strange behaviour of his grand-grand-father Pius.
In fact, Siegfried loved to take part in horse races. In June 1899 he fell off his horse and was hurt badly. Since this accident, his behaviour has changed. In 1902 Maria Annunziata decided to call off her engagement to Siegfried.
I think Annunziata ("Miana") had a happy life as an unmarried woman. In 1906, her half-brother Otto died and that's why her sister-in-law Maria Josepha - now a widow - wasn't allowed to take the place of the first woman of the Imperial Family anymore. This position passed on to Annunziata.