Sugar Bear's Brother Billy ... I Was Never Missing ... I Just Didn't Feel Like Talking To June & S.B.!

Sugar Bear's brother Billy is alive and well, which is hardly news except June and S.B. thought he wasn't.

As we reported, Sugar Bear and June filed a missing persons police report Tuesday, because they hadn't seen or heard from Billy since Saturday. They were especially worried because Billy was going through hard times ... unable to find a job and in the middle of a contentious breakup with his baby mama, who supposedly was not letting him see his kids.

But now Billy has resurfaced and doesn't understand all the fuss. He says he was just working with a friend and didn't feel like returning phone calls or texts from them. He says he was in contact with other family members.

Billy also says he was with his kids last week, so June and Sugar Bear were making a big deal out of nothing.