I agree with the statement that Roth was trying to pen the killing of Pentangelli on Micheal, thus the reason for that line. As far as his brother goes. I would think that it served a two-fold purpose. First Omerta, this would serve as a reminder. Second, it showed Frankie that Mike could get to his family at any time. Even his brother from that two-mule town. If Frankie didn't cooperate not only would his brother die but his wife and daughter could be in danger. Of course not necessarily from Mike killing them since most times women and children are off limits (though it didn't matter when they killed Tattaglia) but possibly Mike could have them deported or everything taken away from them.