When I was a child, I used to 'want' lots of things. Toys, clothes, ice cream etc.
And my mum used to say, "I want, won't get!"
What you 'want' isn't actually important, your brother is gay. He doesn't want to have 'sexual relations' with a woman.
You do have a choice, you either accept your brother as he is (happy I hope) or you will lose him.
You are lucky to have a brother. Cherish him, love him, accept him.