Going back hundreds of years the words "brother" and "sister" have been used to describe people or things having a close relationship or connection, not simply for men and women having the same parents. Thus Shakespeare referred to the English army as being a "band of brothers"; and monks and nuns are called "brothers" and "sisters". Using the word "sister" as an adjective as in your example "sister station" means that the other is closely connected to the first - in this case because both are BBC stations. If, however, you wanted to avoid sexist language, then you could say "fellow" or "companion" station.