My brother lived with me the entire year, did not work, did not claim unemployment, no income. I paid for all of his expenses, why can't I claim him as a dependent

If you provided over 50% of your brother's support, you can claim him as an 'Other Dependent' for a $500 deduction on your return.

 

Enter his info in the MY INFO section.

 

Here's more details on the Other Dependent Credit.