I have the same impressions that you guys. As the last episode left me with a yucky feeling I dug around a little bit about the bothers. There's not much information available because they try to keep their private life away from the public. At the beginning i kind of justified this by thinking: 'well, they like their privacy', but now i think that there's another another reason for that, something more surprising to say the least. After reading parts of the available accounts out there, it's definitely true that the "creation" reflects unconsciously or consciously, subtly or openly, the inner world of the "creator".
Rolling Stone magazine published an article making an account of some aspects of Larry's personal life that made echo of some rumors, acquaintances' accounts, and some verifiable information from other sources. The article does not exists online anymore; wonder why.
_http://www.rollingstone.com/news/story/_/id/9138137
The tone of this article is agressive in some parts, and some personal points of view of the writer are just plain subjective and brainless (he calls V a terrorist!). But well, it puts together some of the information scattered out there. Here's a copy of the article if you are interested:
_http://www.neogaf.com/forum/showthread.php?t=81049
Most of this events, including Larry's sex change unfolded after the 1st Matrix movie - interesting, right? - and the weird or out of place stuff in some of their later movies and series make more sense.
I'm not going to share the details here because some made my stomach turn and skipped most-. But you'll get an idea
In short. Larry Wachowski used to frequent BDSM (bondage, discipline, sadism and masochism) places in LA where he dressed like a woman. In there met Ilsa Strix (aka Karin Winslow) in 2001, a famed dominatrix from San Francisco, that was married at the time to another transgender woman and porn actress named Buck Angel. Larry then got divorced from his wife Thea Bloom some time after meeting Karin Winslow, and married her in 2009. Larry took the decision to change sex in 2002 and considered herself a "transgender lesbian". It's said that Karin Winslow influenced some parts of the Matrix sequels, and that's why we find the Merovingian gang dressed in leader and latex, and possibly the massive love party in the caves of Zion...
_https://www.theguardian.com/culture/2008/may/03/film.features