Its not like his brother is cosigning their manipulations. What is he supposed to say? Stop lying to my brother? If they were already willing to use underhanded methods to get close to Rei, how is that supposed to stop them?
I see what you mean, but I think showing that he actually cares about his lil bro while addressing the fact that he's being so rudely taken advantage of could go a long way; least of all, it would make it much harder to actually try to use Yōta to get closer to Rei if the girls know that their beloved Rei-sama could find out.
Sadly, by now it's also a bit too late for that because Yōta is already jaded and has been refusing the advances.