Most people who are able to marry also have basic communication skills. I wouldn’t worry so much about what something “looks” like as opposed to spending some quality time with the person who is the focus of the concern. Sister can say, “I don’t approve of your fiance marrying you because she doesn’t have an annulment”. Brother can say “We don’t practice Catholicism so it isn’t an issue for us”. Sister can say, “Well I just wanted you to know how I felt about it. I will still come to your wedding because I love you.”
This is all assuming, of course, that sister knows what the situation is. I still say it really isn’t any of her business. She should assume the best of people and respect privacy and boundaries. Especially if she wants a good relationship with her brother and his wife in the future.