On occasion, Ryou does miss his little sister. My headcanon states that he was ten when his mother and sister, Amane, died in a car crash. Amane was six at the time. He still writes letters from time to time, but he refuses to show them to anyone. He keeps all of them in a locked box that only he can access. No one else knows about these letters.
Kaiba did snoop around Ryou’s past when they first started dating and found out the information about his family, specifically about the car crash. He won’t mention that he knows about those details, but he will put a hand on his shoulder once in a while if he catches Ryou looking sad for no reason.