Rodeo had heard that from Teagan and his sister. It's something he's been meaning to talk to Willa about. He understands why T finds it suspicious, but he's got a sibling in the Capitol himself. She didn't have any problem with how things were runnin' there either, not until she found out he was on the other side. Willa's brother working for the Capitol don't make either of 'em sinners. Department of Resources is full of bleedin' hearts who reckon they're doing the Lord's work. It's what makes Rodeo like showing 'em the wrath of God so much, but it doesn't make 'em bad people. Just obnoxious ones.
"I know about your brother," he says, nodding as he kneels down to finish up the plucking. "You two close? Did ya fight with him when you left or something?" Rodeo doesn't sound concerned for security reasons, doesn't phrase that question like he's suspicious of her. He just sounds concerned-- genuinely worried about Willa's relationship with her brother.