Brother and his new wife perceive every invitation as a threat to couple time
Or, "No problem -- it's an invitation, not an order"; "OK then, more for us"; "Suit yourselves"; or, "Your loss!" The breezier the better.
Be willfully superficial in your interpretation: Aw geez, they feel so bad about saying no that they think they have to explain, so let's assure them it's OK.
The kindly purpose is to let Sandy and Bro off the hook they perceive themselves to be on.
The less kindly purpose, though valuable in its own right, is to signal to Bro that any territorialism around their couple time is coming from inside his house!! (Cue scary music.) Set out clear evidence that you are not, not, not intruding on their space.
If indeed Sandy is a controller, she is laying groundwork to have your brother to herself, and that can trigger an impulse in you guys -- Bro's people -- to grab onto him for dear life. That only plays into the hands of someone possessive. Instead, be present while being, again, vocally and demonstratively hands-off. And cheerful about it. This is the trail of breadcrumbs you leave your brother if and when he needs it, if and when he's ready to use it.
As a potential "Sandy" here, please keep in mind that some of us need time and space away during family visits, despite the best intentions of family members. And, they're newlyweds! Plus, not everyone is a baby person.
-- Potential "Sandy"
OK, but, how you do that matters. Throwing up defensive walls to folks who are just being polite is not the way to do that. A warm, "No thanks," will suffice.
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