No, I have never have had any crush on any of my siblings. I feel that it would be really weird especially since we live in a society that looks down on having romantic relationships with any close family member. I have heard about this happening between people who are not blood-related.
For example, one of the siblings may have been adopted or it can be a stepbrother or sister. There is a possibility that the would get attracted to each other especially if they live in the same house and they see each other all the time. As for me, I do not think that I will ever have a crush on any of my siblings because that would be really weird.