Children who are victims of any sort of abuse are often reluctant to "spill the beans" Sometimes it's because they love the abuser, frequently it's because they have been made to feel the fault is theirs and if they would only do as they were told, things would improve. Equally, it could be that they are threatened with dreadful consequences if they tell what is happening to them and that would include telling siblings.
I don't imagine that Sheila and Jeremy were close. If nothing else, Sheila's abuse would have created a barrier between them. It is highly likely that they experienced similar treatment, but there are secrets which can't be shared. When Jeremy said Sheila was a happy child, it's possible that it was a throwaway comment or he needed to believe it in order to keep happy his memories of his own childhood. If only they could have talked to each other. But perhaps not!!
I've read that Sheila was shy as a child, so perhaps more sensitive than Jeremy, and she would probably have internalised any negative comments (not that I'm excusing June), and through low self-esteem came to believe them. I had comments made to me as a teenager and took them to heart even though some were made in jest. That's most likely true of many of us yet we get over it. As Sheila and Jeremy came from different gene pools they maybe coped with their upbringing differently and perhaps June was harsher on Sheila as she was a girl, and this is where the nature vs nuture comes into play etc..
Jeremy and Sheila were both packed off to boarding schools when they were young so they wouldn't have had a chance to get close except during school holidays - not sure if they would have written to each other. Once they got older they did seem to socialise together quite a bit.