It contradicts everything we know about that character for him to be covering up for Phyllis. I can believe he would cover for her if she was innocent of all charges, but she's not!
I'm getting a little tired lately of all of the people on this show that tell lies to the people that love them and go on the attack, like the way Phyllis always does, and the way Kevin is whining, "My own brother doesn't believe me". And then people don't get mad enough and stay mad long enough when they find out they've been lied to. Disgusting.