Out of all the common, bird-like pokémon in any region, taillow and swellow are actually the most social. They commonly organize themselves in massive flocks that are much, much larger than even typical pidgey flocks, especially when it comes time to lay eggs and raise their young. In fact, the reason why tamed taillow vocalize so much is simply because they’re running on instinct: young taillow vocalize to call other members of its species to it so it can seek comfort in numbers.
Upon evolution, swellow tend to be a little more independent (much like other evolved bird-like pokémon), but their flocking instincts never really go away. Even as swellow, they’ll respond to young taillow and swoop in to protect and care for those that seem to be abandoned.
That’s basically what your swellow are doing with your brother’s pidgey. To your swellow, that pidgey is simply an odd-looking but abandoned pidgey, so they’ve accepted it into their “flock” and are attempting to raise it until it’s strong enough to find a mate and hunt on its own. Very likely, though, your swellow will stick very close to your brother’s pidgey throughout its life, as even when it reaches maturity, they will see it as another member of its flock and will engage in typical taillow flocking tendencies as your brother’s pidgey seeks out a mate, lays eggs, and hatches its own young.
In short, it’s so common that this is textbook swellow behavior. I wouldn’t worry about it too much unless it’s particularly disruptive to your or your brother’s lives.