In fanfiction, the idea of Naruto being Pyrrha's brother might start from a creative writer's desire to merge two popular fictional universes. They could create a backstory where Naruto's world and Pyrrha's world somehow collided. For example, a rift in space - time could have occurred, and characters from both worlds got mixed up. And as a result, Naruto and Pyrrha ended up being siblings. It's all about the writer's imagination and how they want to blend different elements from 'Naruto' and Pyrrha's story (from 'RWBY' I assume) to create something new and exciting.
Well, in fanfiction, anything can be possible. It could be that in this fictional universe, there are some magical or cross - dimensional events that led to Naruto and Pyrrha being related as siblings. Maybe there's a powerful being that decided to create this strange connection for some greater purpose in the story, like uniting two different fictional worlds in a unique way.