Maybe it was too protect Theo? Theo wanted to be called his brother? Maybe something happen to Theo in regards to their gender when he was gone in the military, SA (yk). They don’t explicitly mention it but it could be there. He had insane guilt about what happened which could hint it was probably a lot more than physical abuse, hitting etc. With the loan sharks and everything maybe Theo being the brother would mean they wouldn’t try to hurt her, like in bad ways.
Okay maybe theos big brother called her the little brother because he saw that it would protect her from the bad people.
Yeah no yakuza/hitman/crime lord x normie story is every going to be that realistic or healthy but the characters are likable & the author captures chemistry & intimacy well. There are some plot holes tho (or maybe I didn't read that closely lol). Like why was he calling Theo his brother?? I get when he went to the military Theo was abused but I don't get that storyline at all ╮(￣▽￣)╭ overall pleasant 4/5 for me