Well, they are not the "brothers" any more to start with. It's Andy and Lana now. I think Lana is the older of the two.
I haven't studied them in detail because they have been notoriously secretive about their personal lives. They even had clauses in their contracts that excused them from having to all the typical promotional stuff for their movies, despite their popularity at that time.... it only says (along with the large amounts of budget they were offered for their movies) how lucrative they seemed to the studios at the height of the matrix craze.
All that being said, Andy came across as more of an SP, maybe ISFP; Lana actually has more exposure now that she's "out" as of the Cloud Atlas. They ran a carpentry business after graduating from separate colleges, until they started making movies. (Their first movie, Bound, was a mafia movie with lesbian activity between two of the mains, although it wasn't the focus of the movie; it was made mainly to prove they "had the chops" to make the Matrix.) Lana seems more likely to be the NT, if one of them is. But again, they both value their privacy and have greatly controlled the amount of interaction they've done with the media until recently; they know once they are public celebrities, they won't get any privacy.
EDIT: Cherry -- haha. Didn't read your post until now.
I do agree that they kind of remain in the "conceptual" area -- broad concepts -- in their Matrix work. I think the first movie was very well thought out and truly married the West and Eastern ideas into a tangible plot in a stylish way. I've commented on Reloaded before (which some people like and some do not), it being a different sort from the original Matrix and focused on cause/effect and Determinism. Are we free or are we not free? If anything, it alluded to the truth that within the context of our worlds we seem free and act as if we were, while from the outside we still pretty much seem to be rats in the cage and are the product of forces outside of ourselves (and the only possible key is knowing the "why" of how we do things -- but even then...?) Anyway, obviously they have an interest in the ideas, because few movies deal with the philosophical end of things SO directly, but they still remain pretty much broad concepts.
The third movie... eh. It doesn't surprise me considering Lana was going through so much crap at the time in her personal life, apparently. The editing was kind of walked through and had really cliche comic-book segues, and there was too much focus on blockbuster battles and mock heroism/sentimentalism. I wouldn't be surprised if Andy is an ISFP who carried the load of the duties for this with Lana out of commission at the time (from the identity issues + the divorce). I think Matrix 3 comes off as a more conventional "fanboy" sort of movie ("this would be cool, that would be cool, etc.") hewn from someone's rough notes; the other two are a bit more heady.
I'm not sure what exactly you'd think an INTP philosophical movie would look like, aside from a commercial disaster. If you want something more intricately in the details, I bet you'd do better with a philosophical movie written/directed by INJs.