Wait what? I didn't see anything about step-siblings. What are you talking about?
It's a few scenes later, just after the girls and Artemis are chatting in and by their pool.
"Kapuletti's safehouse
A few hours later"
MC and the dog.
"...."
"(So, my old man was a modern-day Genghis Khan before meeting mom.)"
"(Makes you wonder if I've got any step-siblings running around out there...)"
And if the rest of what I wrote is confusing you might want to play/replay "Leap of Faith" which has.. a few interconnected references with Artemis that seem random if you've only played the one game, but is hinting on possibly rather important stuff if you've played both.