I'd also argue that Shen Wei should've told Zhao Yunlan that he and Ye Zun were brothers
This is one of those areas where Shen Wei's possible secrets shade over into how much Shen Wei's put together about Zhao Yunlan's Excellent Adventure, for me. Does he remember "Kun Lun" being shocked to learn they were brothers 10K years ago? If he does, and if he figures out ZYL must have time travelled with the assistance/interference of the Hallows, he may say nothing to protect the space-time continuum. If he hasn't figured out the time travelling yet (maybe believes ZYL has amnesia, like Da Qing), or isn't sure if it already happened, he may believe ZYL remembered/recognized Ye Zun when Ye Zun manifested just before ZYL went blind. I'm just not sure it's something he's deliberately keeping from ZYL, though it's equally possible it's just, as you say in your last sentence, that Shen Wei's not in the habit of volunteering information.
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This is one of those areas where Shen Wei's possible secrets shade over into how much Shen Wei's put together about Zhao Yunlan's Excellent Adventure, for me. Does he remember "Kun Lun" being shocked to learn they were brothers 10K years ago? If he does, and if he figures out ZYL must have time travelled with the assistance/interference of the Hallows, he may say nothing to protect the space-time continuum. If he hasn't figured out the time travelling yet (maybe believes ZYL has amnesia, like Da Qing), or isn't sure if it already happened, he may believe ZYL remembered/recognized Ye Zun when Ye Zun manifested just before ZYL went blind. I'm just not sure it's something he's deliberately keeping from ZYL, though it's equally possible it's just, as you say in your last sentence, that Shen Wei's not in the habit of volunteering information.