I second what the above posters said. Wet dreams (as in nocturnal ejaculations, not incontinence) become much less likely if the person ejaculates regularly. In my personal experience, I only get them after like 5 or 6 weeks without orgasm, which is why I usually aim for at least one orgasm per month in my chastity schedules. Not sure if the frequency needs to be higher in teens and/or individuals with higher libido, I never managed to go without for more than about two weeks in my teens.
I believe your siblings are a bit too young to discuss their orgasm frequency in public, but if they are open with you you might want to discuss with them how often they do it and assure them that your own reasons to wear a chastity belt are not to be interpreted as a moral condemnation of sexual relief.