[Greed, telling Al not to worry is like telling the sky to be green. It just doesn't work. But at least he won't say anything more on that for now.]

Wrath did; he was there when Brother was thrown into the Gate and came back the first time. When Brother fixed me, I lost my memories from being in the armor, so I had no idea where he'd disappeared to. It took two years to finally put the pieces together and try to get him back. [It's the Cliff's Notes version, but he doubts Greed wants to listen to the whole story right now.]