I'm sorry if this is obvious and I'm just not getting it.
Dio stole Jonathan's body. It would make sense that they would technically be related, because of Jonathan's blood and all.
However, what I understood in the final episodes was that Dio did not in fact have Joestar blood, that's why he needed Joseph's to stabilize himself.
I know that you never ask "why" or "how" when it comes to Jojo's, but I've had this question for some time now.