User blog comment:SpookyBoogie27/Light Novel Spoilers/@comment-50.11.177.49-20130326020404/@comment-115.135.11.82-20130326035803

Actually the author just wrote that majority of the Lucifuge are either dead or missing so it was much of a surprise that there is another 1 alive. Well as to Grayfia and Euclid's relationship, like you said we don't know much, well if i'm to make a speculation about it, i would say that Grayfia loves her brother, since when she told Issei that she now has a younger brother(in-law), she seems happy which may have reminded her of Euclid.