It is not mentioned at all in this series, but Franny's father Nicholas Brody had two other children. No mention is ever made of his family, or the fact that Franny has two other half siblings. In fact, what ever happened to them?
shareCarrie wasn't exactly welcome at the Brody household; she was the "nutcase" CIA agent. I doubt she would be welcome if she showed up and announced "Hi, I slept with your dad/husband and here is our little love child".
Dana moved away from home at the end of season three. Chris is likely still at home but would be heading off to college soon. Mike would be looking after Jessica now, presumably.
That's why Franny hasn't been told anything.