Thank you for looking into this, Andrew.
The 1920 census shows only Joseph as born in the US - father, mother, and sister are all shown as born in Russia (that's what most US records show for people from countries that were part of the Russian Empire).
That census record is where I got the information about the family's immigration year. I searched for the immigration record, using a wide variety of names for all three of them, but could not find any. You sure are right about finding clues on immigration records - the only way I found this family in the United States to begin with was because his mother's immigration record said she was going to her son in North Carolina - didn't even have the son's name.
I've worked a lot with family records in the Lithuanian revision lists and they are often very strange. I don't think we can tell if the family members shown in a list were all living in the same household. Often adult children in their father's household also have spouse and children shown in the list, but other times there are separate family lists for them. In this particular family list, there are other adult children included, who also were married and had children and are known to have been living in a different town.
The "J M" who was married in 1925 would have been a year older than the twins, but the only children's birth records I found were the twins and I didn't find a death record, either in Lithuania or the United States for the twin who is missing from the United States records. This, too, often happens - I only find Lithuanian birth records for some of the children, yet I find others on family lists, marriage or death records. I gather that records there are a patchwork, with events that are sometimes recorded and other times not. It is VERY frustrating!