Did the brothers ever mention girls?

Sure didn't

There's a point at which one of the brothers mentions that it's valentines day on Monday, the director asks 'do you all have dates?' They all kind of giggle and look uncomfortable, one says 'no, no we don't!' And another says 'I wish I did! Seriously!'

I have not watched the film yet, but they were on 20/20 last night and they mentioned having had relationships. "Yeah there's been a couple of romances in our lives" is what one of them said, however, this is after they make the film.

It's only addressed in two scenes. One which the other poster mentioned, when they talk about Valentine's Day and not having dates and one of them says "I wish I did". Then there's a scene where one of them says that he wouldn't know how to talk to a woman, and muses a bit on how some people can't find love, either because they're loners or because they don't fit in with the rest of society, seemingly concerned that this may be the case for him. Other than that, there's just a brief comment from Mukunda about the actress he's working with - "she's a cutie, and she can be sexy too" - but I don't know if that means he's interested in her or just making an observation.