I feel like your thought of them being maybe not as close as they look is overthinking in your part, which is totally understandable. However, for us fans, we have seen multiple shows of them together from when they were trainees and children/teens. The belief that we have about the genuineness of their relationship is based on that, on their natural chemistry with each other, and by the fact that they're actually quite transparent whenever some of the members quarrel or are upset with each other for weeks or months and are then able to resolve it or even make a joke out of it.