Maybe I'd make a bad older sibling, but I found leaving the brother behind in a "safe" place and then rushing the levels was the best way to progress. To be fair, he seemed to have quite a death wish, especially around pits. Having some mechanics in the future that require both brothers to be present in order to proceed would make sense to avoid that. It's possible that was in the game, but I got stuck on the stage with the yellow bars because the instruction text was behind the trees, and I couldn't figure out what it was supposed to say.
Overall, I do like the idea of escorting an innocent, helpless character to safety. Reminded me of ICO