@237SJ
If and when I connect up with someone else's tree, after getting to know them a bit (online) I will ask if they can email certificates for the relation we have in common. If they don't have it, I say, that's no big problem. Indeed, because of the expense, I've only ever got certificates for direct ancestors (i.e. not their siblings) and wouldn't expect any different for other people.
If you're properly related, they should have *already* bought the certificate for the common ancestor, otherwise, your online trees would never have connected, beyond the matching names level.