Malcolm alienates all his old friends when he gets into high school, so winds letting Reese follow him around like a puppy. Reese misinterprets Malcolm's interest in his feelings, and shares intimate dreams and secrets with his younger brother.
Male Celebrity Fakes
This is especially pronounced in 'Malcolm Films Reese', in which Malcolm must get closer to Reese in order to film him discussing his innermost thoughts for an AP Psychology assignment. It's all there in the dialogue and the blocking.