Either J has a clue that the brother may be alive and doesn't want Gunmu to get hurt by knowing that despite being alive he is not there with Gunmu OOOORRRRR he knows the stuff that the brother pulled at the end was WRONG and that Gunmu will not like his memory of his brother to be more tarnished so that's why J isn't telling him anything.
Either J has a clue that the brother may be alive and doesn't want Gunmu to get hurt by knowing that despite being alive he is not there with Gunmu OOOORRRRR he knows the stuff that the brother pulled at the end was WRONG and that Gunmu will not like his memory of his brother to be more tarnished so that's why J isn't telling him anything.