I think he was probably pretty close to her as they were growing up but maybe they grew apart when he began his own adult life. My vibe about him is that he was the protector of his little sister, confidant, etc., but then as all our lives go, we move forward and become adults. I think once Lee started to leave the family to be his own person, he could see that his parents were allowing her to flounder, lie, steal, etc. It must have been very frustrating when she became pregnant. I still think his hurt was more that his parents were irresponsible by not setting boundaries for her. I'm sure that any attempts by him to complain about her behavior were promptly shot down by CA as she insisted life is perfect or it will all work out.
I know that KC is 100% responsible for making the choices she made but Lee blames his parents for letting it go as far as it did. And now look what happened.
As to the "high fiveing" his sister; anyone who has ever dealt with a sociopath knows what a tightrope you walk when talking to them. It's a very delicate balance and you have to be careful not to alienate them, especially when you are trying to get information. They can be very cunning.
MOO - subject to change!