Even with the same parents, children do not inherit all of the same genes from each parent. You get half from your mom and half from your dad, but only identical twins receive the same genes from each parent.
While siblings with the same parents undoubtedly have some genes in common, they receive different proportions from each grandparent.
This is evident from the ethnic differences in my own grandchildren. Although they clearly have European lineage, there are variations in the location percentages identified by Ancestry.com:
My own heritage is predominantly Eastern European, so some, but obviously not all, of the Eastern European DNA came from me.
My Family History Research 
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