And you're right, according to spoilers, the pope is Nina's biological brother (ofc said moron is unaware of it until the epilogues or at least after OGNina already gets executed in the first timeline). What Nina meant this chapter (as if it wasn't obvious enough) was that she wanted to have a sibling relationship with Leo. And thankfully with the same spoilers, at this timeline, after Nina ends up with tje King, she is aware of Leo's feelings for her but he admits he doesn't stand a chance and would grant her wish of being his family just so she wouldn't be treated as an orphan anymore. (makes you practically forgive timeline1 Leo who was the one who personally executed OGNina.)