As the oldest, I was often told to bring my littler sisters along with me when I went out, I think to give my parents a break. But it was very hard on me and I would not recommend it. They were just tag alongs and knew it, and I really developed a resentment against them for this that took a good many years to change.
In my situation I guess it could be seen as considerate although I know my siblings would not appreciate it. They are introverted and we don't really have much in common except that we are blood related.
If your close then I guess it could be wrong. It should be fine for family to have their own lives. I mean would you invite your brother to go on a hot date with you tonight? That would be weird I think.