Depends on what kinds of boundaries you people enjoy in your life. For me, I like clear boundaries between family and bed mates. To me, both relationships can create a very valuable bond between two people, but those bonds are very different and complete with a whole seperate set of emotions/affection/love. I for one would never want to feel the same feelings I feel for a lover for a brother. Actually, damn...didn't want to devulge this, i've been there. It's a place that is very dark and hard to explain. Plainly put, a bond has already been set between you and him as you are brothers: I think overlaying a romantic bond over it just was simply overload. Furthermore, there is no future in dating your brother. Dating, lol, let's face it: fucking your brother. And, we all know relationships based just on sex often crumble ugly. If you don't mind ruining a perfectly good family bond with a loved one, go ahead, shag away.
This example though is not like the OP's example. Those guys didn't know and weren't closely related. They don't have any past or deep seated familiar emotions to get in the way. However, if they were brothers having been raised together. I wouldn't recommend it. A familiar bond is something sacred that should be protected and kept pure not corrupted by things like pure sexual desire, lust, or passion.