You certainly aren't alone - incest porn is a whole category because there is demand for it. (For those reading - it's not actual incest, it's actors playing relatives.)
You aren't bothered by this, but my only question would be is if you've ever been able to orgasm without this particular fantasy, and is this new, or did you discover this around the same time you started masturbating, so it's essentially been the theme, so to speak?
I don't know that there's anything actually wrong with you for fantasizing about this. You know it's just fantasy, you aren't trying to get with family members, and you don't even have a brother. Do you feel like you are insecure or don't like yourself? It might be a wish to give up some power, or maybe not. Only you can answer that question. Sometimes fantasy is just fantasy.
These may help:
(I mean, these are just 3 articles on it out of millions - you aren't alone.)
My only concern here is that you can't orgasm without this fantasy. It may be a phase - maybe in a few months you'll move onto group sex as a fantasy, or something else, so maybe try broadening your horizons, or expanding on what this means to you.
I have a similar I have to do ice and put on my sister knickers rubbing my self like a girl