Mega Man makes a couple of really good points here. I find it interesting that, eventually, both of George's answers will turn out to be lies. I mean, does George's second answer even make sense? Who hangs out with their brother only because he's your brother? Though, I'm sure I could totally retcon reasonable explanations for both of his responses if you give me a minute.
One of the reasons for this comic is to inform readers that Bob and George are brothers. It's something so fundamental to their relationship, I often completely forget to mention it. I simply assume that everyone already knows it, even though their names in the comic's title doesn't mean anything. After all, how many online comics with similar titles have the two title characters related to each other in some way?
Some people find it rather surprising to find out that George is actually the older brother, given that Bob often acts more mature and appears more powerful. But not only is George older, but in the original concept for the hand-drawn comic, George was going to go off to college while Bob was still behind in high school. Bob wasn't even going to appear in the comic for a year or two, at least in his non-Napalm form.
Okay, what George really meant with his second response is not that they "hang out", but that the only reason he has anything to do with Bob at all is because they're family and he has to. (Not counting their frequent superhero battles.) And his first response is a lie, simply to avoid letting Mega Man know that he'd brought Bob there specifically so that someone in the Megaman Universe would do the dirty work and take care of Bob for him and his home universe, as Mega Man might get kind of miffed about that. See, told you I could do it.