I've got the same feeling purrpurr... I've been out for over a decade, but if anybody calls me 'sister' (except for my real flesh and blood brother and sister) I instantly tell them "I'm not your sister!"
Now that I'm thinking of it, the JWs calling each other 'brother' and 'sister' doesn't make them feel closer to each other. More like the contrary. And it takes away a part of your identity when people don't call you by your first name. Probably that's the whole idea behind it? But that's just a thought that got to me just now...