Come to think of it, why didn't Robert Oswald immediately seek to get Oswald a lawyer when he found out that he was arrested? He didn't have to talk to Oswald to know that he needed a lawyer- and the sooner he got one the better. And he would have known that Oswald didn't have a lawyer and didn't know any lawyers. I should think that Robert would have gotten him a lawyer and then visited him with the lawyer. Why waste time? Why put off something that was urgently needed?
Now, as far as their conversation, remember that we only have Robert Oswald's version of it. And according to him, Oswald was very evasive. He never flatly stated that he was innocent, that he didn't do it.
Imagine if it was you: if you were falsely accused of killing the President of the United States. So, your brother comes to see you. What are you going to say? What the hell is he going to say?
Robert Oswald: Lee, what the hell is going on?
Lee Oswald: Robert, they think I killed Kennedy, but of course, I didn't do it. You know I didn't. And I didn't kill the policeman either. This is insane. Somebody is trying to frame me.
Robert Oswald: What about the rifle? Is it yours?
Lee Oswald: No! I don't know anything about it. I've never seen it. They claim I ordered it through the mail from Chicago, but I'm telling you I didn't.
Robert Oswald: What about the witness who claimed to see you at the window on the 6th floor? You weren't up there, right?
Lee Oswald: No. I was standing in the doorway watching the motorcade. I did some work on the 6th floor that morning, but I wasn't up there during the motorcade. What for? This whole thing is ridiculous, Robert.
Robert Oswald: Alright, I believe you. What we have do now is get you a lawyer.
Lee Oswald: Well, there's this John Abt up in New York....
Robert Oswald: Shut the fuck up, Lee. I don't want to hear anything about any New York lawyers. You don't actually know him, do you?
Lee Oswald: Well, no, but,
Robert Oswald: But nothing. You're a dreamin' idiot. Now, we are going to get you a Texas lawyer, and don't give me any of your shit. You just have to be quiet until he gets here. Then, you talk to him, in private, and start following his advice. Now, are you going to smarten up and keep your mouth shut until he gets here?
Lee Oswald: Yeah, I will, Robert. I know you're right, and I know you're trying to help me. I'll be quiet; I promise.
Robert Oswald: Alright, that's better. And for what it's worth, I believe you. I know you didn't kill anybody. You're a dreamin' idiot, but you're not a murderer.
Lee Oswald: Certainly not.
Robert Oswald: Alright, I have to go now to get you a lawyer. I have someone in mind, but there's no time for me to discuss it. I've got to go and do this now, Lee. You do what I said, and you be strong. Will you do that?
Lee Oswald: I will, Robert. I will.