For starters he was handsome, rakish, macho, women fell for him in a big way much like they did Henry as a young man. Henry saw himself in Brandon, and loved him like a brother and boon companion.
Henry's favorite sister Mary was also passionately in love with him. So even though Henry was furious that Brandon had in effect committed treason by marrying Mary Tudor behind Henry's back, Henry was unable to retaliate due to his affection for both of them.
"Be who God intended you to be, and you will set the world on fire" St. Catherine of Siena