I’m a huge fan of Borderlands so would recommend that and I’m also a huge fan of Halo, the Master Cheif Collection is an absolute bargain considering what you get. Your brother with the Xbox will need to get Game Pass of some sort to join in for any games that are not free to play. Halo Infinite is free to play and has a PvE game mode, if that tickles your fancy.
I don’t buy it. PC and Nintendo are more than enough competition. Sony has always been this way and they always will be. Company culture doesn’t change, Nintendo will always be letigious, Microsoft will always seek acquisitions and Sony will always be arrogant.