She didnt have to be look the same

I think it was her choice to have the same general appearance as her beloved Unnie.

Also, I realized (while commenting on another person's topic) that Atisse had said that Elijay's swordsmanship was needed to destroy the power generator thing, but Elijay was too injured to do the task. And that's why Ephyr transformed into Elijay's race and class as a magic swordsman (not sure about actual level match-up) so that she could destroy the generator. I'm assuming Ephyr took on Elijay's body type and hairstyle to give her courage or something to do the needed task and feel closer with her unnie.