Just saw this ep again. I always get punched in the gut at the end when we have the sudden reveal of Dawn. I can remember, the first time I saw the series, being big-time WTF, when episode after episode, we don't get an explanation for Dawn. Guess that's part of the Joss Whedon allure, how he must relish in breaking the typical television series rules and gives us something new, fresh and, sometimes, perplexing.
Yeah, one of the great things about Dawnie is that for the first half dozen eps she really is just Buffy's little sis, special alright but only in the way every little sister/daughter is