Never saw that as an issue and still dont *shrug*
From the wiki:
Right, and I acknowledge that. But again, the novel paints the picture that Kyrie and Credo's parents adopted him while working in the orphanage (because his haircolor reminded them of Sparda's) and introduced him to their own children when they were all very young. That likely would've been enough time for Nero to see Kyrie as his sister, just as much as Credo, who taught him swordplay, would be his brother.
It's not like it really matters in the grand scheme of things, but I always saw that as bit...eyebrow-raising, to say the least.