Keeping relatives who were rivals locked up was often seen as too risky – even if these relatives didn’t manage to escape, they could easily become focal points for rebellion. The English Kings John, Henry IV and Richard III (probably) all disposed of relatives who had a better claim to the throne. Herod the Great, Cleopatra VII, John the Fearless, Atahualpa (Incan emperor) and numerous others seemed to have had few qualms about dispatching close relatives, including siblings and their own children.
Henry I, on the other hand, kept his brother prisoner in a succession of castles even as he was dealing with rebellions supporting Robert and / or his son William Clito. Although Henry could be merciful to those who opposed him, he was a stern ruler who meted out some brutal punishments at times. Given the obvious risks of keeping his brother alive (and, it seems, treating him rather well as Robert lived to be about 83), why did Henry take the risk of letting him live?