They are literally the same person from two different versions of the timeline. It's the flow of time, when Legion rewrote the past, Nate was born in place of Cable. I vaguely remember somebody saying Nate has the same birthday as Cable - but that could also be a fake memory. They are considered brothers because of the different personalities but are genetically clones, not twins. It's like how if you clone a cat, the new cat will have a completely new personality even though it is genetically the same.
I think the quote from the issue is just a way of Sinister acknowledging Jean's individuality and shouldn't be taken as anything more than that.