I don't think it means they're literally brothers. For now just think of it like how "Daddy" doesn't always mean father or how "Oppa" doesn't always mean big brother.
╮(￣▽￣)╭
Yeah but in a lot of mythology gods do marry their sisters and brothers so they could be very close.
Yeah I know that's why I said for now. But a good bit of the time with Chinese brother isn't used literally. It's best assume it's just a term of endearment than rather than incest until we find out more.
Considering their intimate interaction I think they're lovers but little brother might have referred to a relationship that isn't siblings (Ex. If they have been part of the same clan or if they have sects in that world, they tend to call each other as their own siblings and family)
Sooo, father and dad are lover and are Chen'er ....father and dad or something and they're blood related....what (￣∇￣")