Each of those brothers have Kaley as sister because they are her brothers. Now assuming they all have the same 2 sisters, then any sister that Kaley has would need to be one of them, so Kaley would have one sister.

But what if each of the brothers have a different mother or father than the the rest of the group does? Kaley could then have any number of sisters none of which would be shared with her brothers. So what is the correct answer?

So this is tricky even for real intelligence. The problem with the AI seems to be that it cannot explain its incorrect reasoning (because it doesn't do reasoning, only statistical matching) and thus cannot realize that it has the wrong answer.