Brian and Stewie have a deeper relationship as they are the only two characters that completely understand one another. Roger and Steve simply live in the same house and the only time when they are together is when one of them is using the other in some scheme.
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True. Generally, the Roger/Steve episodes have the best interaction between the two characters, though. I mean, cmon. I would pay money to see a [i]Wheels and the Legman[/i] movie.