In actuality, Ozai showed no actual compassion and true love towards either of his children. Both Azula, and Zuko were only well favoured when they served him useful. This is why it seems as if Ozai loves Azula more. Throughout the series, Azula was established as a master firebender with sheer prowess, which proved to be a beneficial ally for Ozai to have. The feeling exhibited by Ozai, however, is only pride - not love. Although showing disregard and embarrassment towards Zuko throughout most of the series, Ozai quickly changed upon the discovery of Zuko's involvement in the death of the Avatar. Again, this was not love - it was simply Ozai including Zuko into the family, due to him being a formidable ally. Ursa, on the other hand, genuinely cared about Azula and Zuko, even at the point of sacrificing her honour and status. She, however, focused more on Zuko, as she saw how much attention Azula got from her father. Knowing that she couldn't prevent the corruption that Azula would inevitably face, she did her best to prevent Zuko from following the wrong path.