I think it's important to consider that favouritism is detrimental to the favoured child as well as the less favoured child(ren). Favored siblings who torment (or alternately torment and protect) their less favoured siblings are behaving according to the template they've been given. This isn't to say that they are blameless but that there is also a lot baggage/damage associated with being the favoured one. Living within a household where one or more of the children are treated poorly doesn't leave anyone with a sense of security.

I definitely don't think it's disloyal or unkind to explore complicated feelings about one's siblings in therapy. The sibling relationship is often the earliest and most important social laboratory through which we learn about others and how to interact with them.