For eg. they already know the date, your flight number, your passport number, your history - it is all about getting you in a situation where you answer questions and can be analyzed.
The Isrealis are really good at it. They realized that security through innspecting every person and every square centimeter of luggage is too expensive and isn't as effective.
A lot of their security at airports depends on picking out people and just asking them a random question or two ('why are you here') and seeing the response. If you have ever been asked the time, or the directions to the mens room, or about a flight from a tourist looking person at an Israel airport, chances are that they may have been an agent. There is a front-line of plain clothed who look around on the ground and pass on potential targets to uniformed officers.
There was a paper I remember reading sub-titled "Can you really catch terrorist by asking them if they are terrorists" and the conclusion was that yes, you can - and you do - and not because you know they will answer 'no', but by how they answer and their body language, among other factors (much of which modern governments keep secret).
There was sometime in how your brother answered that steered them towards not allowing him in. There are a lot of people who also make similar mistakes on immigration forms and are still let in.