Praise be to Allah.
The one whose sees something wrong and is able to act or speak against it must do so, unless he fears that doing so will lead to a greater evil.
Muslim (49) narrated that the Prophet (blessings and peace of Allah be upon him) said: “Whoever among you sees an evil action, let him change it with his hand (by taking action); if he cannot, then with his tongue (by speaking out); and if he cannot, then with his heart (by hating it and feeling it is wrong), and that is the weakest of faith.”
Ibn al-Qayyim said:
Denouncing evil is of four levels:
1. When it is removed and replaced with its opposite [its opposite is what is right and good].
2. When it is reduced, even if it is not completely removed.
3. When it is replaced with something that is equally bad.
4. When it is replaced with something that is worse than it.
The first two levels are acceptable, the third is subject to ijtihad, and the fourth is haram."(I‘lam al-Muwaqqi‘in 3/12-13).
You should understand that it is very important for the brother to object to what his sisters are doing, because they are his honour and he is enjoined to protect them. If he fears that denouncing their wrong actions will lead to negative consequences, he should tell his father or mother.
As to whether he is sinning by not denouncing their actions, if he fails to denounce their wrong actions or tell his parents when he is not expecting a greater evil to result from that, then he is sinning. If he fears a greater evil may result from denouncing their actions on telling his father, and he puts a stop to the evil action and tries to prevent any repeat of it, then he is excused, in sha Allah.
And Allah knows best.
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