Well they are teenagers, probably dealing with their sexual urges.
I am guessing because you are asking this question, that you never did anything like that.
To an extent this is normal.
Most boys have some kind of “homosexual” experience like this, where they are just experimenting.
Usually a little younger, but this is no big deal.
As a teen I was masterbating in front of my brothers.
At some point we did masterbait each other, but none of us turned out, “gay”.
Also none of us were molested either, I am close to my brothers, and they would have told me, if something like that had happened.
I think that if they know that you caught them, you should talk to them in private about it.
Tell them how you feel, but at the same time, be nice about it.
There is no reason to tell your parents.
Just make sure to tell them to be more careful not to get caught,
and to do it with the door closed and locked.
Just remember however you felt about this, that they are still your brothers,
they will turn out normal, and this is just a phase, and WILL pass in time.
If it doesn’t pass as quickly as you would like, it couldn’t hurt to bring them home some girls,
to get them laid.