In principle, all four isomers are similar; they all result from replacing one of the hydrogens of 3-methylpentane with a bromine atom, and as far as I can see there is no reason why one of them should not be formed while the other three are. However, the naming rules lead to three of them being named as bromo-3-methylpentane and one as 3-bromomethylpentane. The point is that the longest carbon chain is taken as the base name (pentane). The first 3 isomers have two separate substituents (Br and CH3) directly attached to the pentane chain, and are named as 1-, 2- or 3-bromo-3-methylpentane. However, in the fourth isomer, the bromine isn't attached to the pentane chain, but to the methyl substituent, so it is a pentane with one substituent, bromomethyl (CH2Br), so is called 3-(bromomethyl)pentane - perhaps it helps to include those brackets to emphasise that it is one substituent (bromomethyl), not two (bromo and methyl).
But Nature doesn't know the IUPAC naming rules, and 3-(bromomethyl)pentane is not a fundamentally different kind of compound from the other three. You were right to think of it, and I think it should be included; it just isn't named as a "bromo-3-methylpentane".