Is it normal my friend wont tell their brother i am a friend?

I added my friend on FB. I never really met her family. I asked if I could add her and she said cool. So I added them on FB and their brother starts harassing me. I said "I just a friend of (friend name). He said it was bullshit and demanded a different answer(I could not think of a better lie, as I was telling the truth). She says she wont tell him I am a friend but he keeps harassing me. Why wont she do anything? Considering they are siblings I dont want to stir the part and start a whole bunch of drama. I also dont understand why he would find me threatening when I post nothing but anime and am obviously a total geek.