There was once a soldier who had a brother that was wounded in battle. But the wounded man did not have a brother. How could that be?

“The soldier was lying.”

The riddle does not suggest any deceit. It presents a logical scenario that can be explained without implying dishonesty.

“The wounded man is an only child.”

This answer doesn't address the contradiction presented in the riddle. The riddle specifically states that the wounded man does not have a brother, which is resolved by understanding the gender of the soldier.

“The soldier is dead.”

If the soldier were dead, the riddle would not hold as the soldier is the one telling the story about her brother. The key lies in the soldier's gender, not in her being alive or dead.