There was no sexual attraction in their relationship. This wasn't only because of the age difference, although in spite of the centuries that separated them they were rather closely aged in appearance. There was just a plain lack of interest in that area, for while he couldn't vouch for Wrath, who'd always had an odd penchant for acting out on unecessary human needs, Envy had no desire for such things, greatly preferring violence and human suffering over pleasures of the flesh.
That Person had referred to them as brothers more often than they could remember, but That Person always had a way of ceremoniously trying to put dramatic labels on everything. Their feelings toward eachother were far from familial. There was little, if any, trust between them; they didn't know eachother as inherently belonging together; they felt just about as far from brothers as was possible. True, they had been born in the same way, but they were as different as could be. Wrath was emotional, wild, hot-headed, passionate and often unpredictable. Envy, while prone to outbursts only when a few select people were involved, had wittled his own hatred down over the centuries, and refined it into a cool mercury-like flow of steady scorn, and charismatically enjoyed his lust for blood just as an epicure calmly appreciates fine wines.
They couldn't be called lovers, for they really couldn't stand to be together for very long in the first place, let alone spend hours together fondly wasting the time. They weren't at all partial to holding hands, or gazing in eachothers' eyes, or even speaking to eachother for that matter. Any rumors that flew around telling otherwise of the mismatched pair would quickly die, citing how neither of their characters fueled the tales' believability.
They weren't friends. They hated eachother too much for that. Comrades, pehaps, they might begrudgingly call eachother, but calling someone a friend requires some level of intimacy; some sort of closeness; some sort of liking for the other person. They had none of that.
All they had was one truth in common. They both knew that children, no matter how terrifying, no matter how sick or inhuman, or grotesque of a pile of soulless flesh they appeared to be, did not deserve to be abandoned, alone in the dark. That was not alright in any circumstance, and they both believed it. So whenever Sloth was gone, or when Wrath felt lonely and afraid, and quite unlike himself in the cavernous maze of That Person's mansion in the middle of the night, Envy would be there to calm his fears. Without being family, or friends, or lovers, or whatever other things they could be called, Envy was there only because he couldn't allow Wrath to be alone in the darkness once more. Even he wasn't that cruel.
And when morning came, they would hate each other again.