I don't think it's a bad thing to allow her to give her brother a little boost when he needed it. As long as she doesn't do it *every* time, I'd leave it be.
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Some people have a bigger drive when it comes to competition than others. My son? Could care less. Used to drive his team members nuts when he'd approach the other team and tell them how well they played. My daughter? HATES to lose, but accepts it more easily in some situations than others. She's learned that, sometimes, the match is so close that it could go either way. Sometimes, it's so one-sided that the conclusion is foregone. And sometimes... everyone isn't putting in their best effort and a few can't carry the many.
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My daughter plays field hockey on several teams. Her HS team is okay. Not great. Biggest issue (and most frustrating for her) is how many girls are there for the social aspects, rather than the sport/competitive ones. She hates when they lose, because it's often due to a lack of effort. And she is an absolute bear when she comes home from a loss with them. The club team she plays with is really quite good. There's one other club team that's better. She took the loss to them relatively easily, because she knew her team played hard and held their own - but lost to a better team. She wasn't happy at first, but as we replayed the game together, she saw that her team - and she - really played well. So a 2-0 loss, when the other teams were going down 10-0, 14-0, etc? Was really pretty darned good.
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It will get easier as he gets older and learns/is helped to learn that there will often be someone a bit better. And that it helps you become better by giving you a higher level of competition. And in the meantime? If older sis wants to boost his spirit by occasionally allowing him to win? Let her.