i beat the ironbro campaing on hard (wich means that you can not see a "mission fail", because if you see it, you are out, the game ends prematurely), and at the end when the credits are rolling i didn't unlock "there can bro only one", so i think that this achievement just unlock if you don't die a single time with any bro.
Some people was wondering if you can not see a "mission fail" or if you just can not die anytime, so doubt resolved