Siblings in Yu-Gi-Oh! have two speeds: identical or not resembling each other at all. It's questionable whether this is a conscious decision on Kazuki Takahashi's part or something that just gets lost in translation in the manga style, but there's no denying that siblings like the Ishtars and the Wheelers don't really resemble each other.
In one case, there's an explanation provided in canon, albeit subtly -- the Kaiba brothers, Seto and Mokuba, are adopted. This was never a secret. Gozaburo Kaiba needed an heir (and in the case of the anime, initially planned to upload Noah into Seto) and Seto outwitted him. Prior to this, Seto was never adopted, despite multiple offers, due to his insistence that he and Mokuba were a package deal.
But let's go back to how we know this -- in both the manga and the anime, the gang and the audience, learn this directly from Mokuba. But digging into it shows that Mokuba was five when they were adopted by Gozaburo -- which means that whatever happened before is something he only knows because Seto told him.
Now let us consider the Kaiba brothers for a moment. Neither of them have the same hair or eye color, or even hair that resembles the other in texture. Seto towers over Mokuba even during Dark Side of Dimensions, when Mokuba is older and possibly close to his second growth spurt. We honestly only have their word that they were born to the same family.
Which brings us to an interesting theory: perhaps Seto found himself at the orphanage, alone and smarting at his family's potential betrayal (we do only have the word of a bitter kid that that's what happened). He meets this other younger kid and decides to take at least some control of his life. Seto decides to adopt Mokuba as his brother and insists that they're a package deal. Perhaps even Mokuba is in on this, knowing that if they're adopted together then it's all official.
Now, does this change anything? Absolutely not. Throughout the series, we see how the Kaiba brothers are totally ride or die for each other -- every villain and their mother knows that the fastest way to Seto is through Mokuba. And yet Mokuba is openly defiant of them and willing to kick up a royal mess while waiting for Seto to rescue him. The first time we're introduced to Mokuba in the manga, it's to avenge his brother's defeat at the hands of Yugi -- which also shows how different the early manga was, considering he whipped a knife out. But it also makes it a bit heartwarming when, during the first Virtual World arc after Duelist Kingdom, Mokuba goes to Yugi and friends for help. Mokuba understands how they feel about his brother -- but he won't let them talk smack about him.
Seto, meanwhile, would absolutely destroy someone for Mokuba, and even puts his big goal of dueling Yugi during Battle City on hold when Mokuba's kidnapped. During the second Virtual World arc, Seto blows through everything to get to his little brother, and we see just what sort of torture they suffered through to get to where they're at. And yet their unwavering faith in each other is what saves them in the end.
So are Seto and Mokuba really related? The answer is yes -- in every way that matters. These two banded together in a dark time and stuck together even when things got sour, making them closer than many blood-related siblings. It doesn't matter if they're genetically related, these brothers-in-arms have survived everything life has thrown at them. Which makes it little wonder that neither of them bats an eye at all the magical shenanigans that goes on around them.