1.) We know why the two of them are there - one's mission is the one brother (she wasn't upset when he wasn't chosen), and the other's is just to get married to the sword wielder. "If you and I were to make it to the end, it would make the mission very complicated". Why? What is the end-game mission? You also can't trust any one.
So, this is my theory. I think the brother scoot-scooted out the door that night because he knew the sect was after his ass. I think either it's because:
A, he is one of them
B, he has intel / knows more about them
If it's A, it's possible that his mother was of the evil sect, married, and taught her son to take down the mountain sect OR, she could have taught him that one day people will try to take down the sect and you must defend it
If it's B, it could link along side part of A (that his mom knew about the sect), and that he knew about them from someone or he learned it on his own.
There is also C, that he isn't either and we're just being set-up from the get go and it's just sibling rivalry (a red herring for viewers).
There is also the D portion, that the entire sect is fake and that the mountain sect is actually the real sect that teaches these girls to be assassins and it's all one big test.