Xiao Feng was impressed with Yelu Hongji after the latter's capture due to Yelu showing a heroic air by refusing to fear death and staying defiant.
Of course, at that time, he did not have the chance to see Yelu's bad points so he just went ahead and swore brotherhood.
If it was Yang Lianting who was captured by the Nuzhen, and he showed the same defiance and lack of fear which he demonstrated when Xiang Wentian and Ren Yingying were torturing him, I am sure Xiao Feng would have been impressed by his defiant character. All things being equal (i.e. put Yang into Yelu's situation, remove the DFBB and Sun Moon politics), I think Xiao Feng would have been real happy to be friends or even brothers with Yang Lianting.