Guys, why would a guy say he’s like your “brother”, but then keep teasing and asking about the in-detail sexual thought you had of him?

I don’t know any brother who would want to know his sisters sexual thoughts…let alone about her BROTHER. Keep in mind this is a guy I work with and he says this in front of another other guy who also teases me. I need a guy to decode this behavior for me. Is it interested and trying to save face in front of the other guy (who by the way is his supervisor).

Updates
7 mo
is he interested* and/or trying to save face*
Guys, why would a guy say he’s like your “brother”, but then keep teasing and asking about the in-detail sexual thought you had of him?
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