We go back to two different Slavic tribes, have two different languages, so we are two different Nations or Ethnics. Some of us even want to emphasize that by distinguishing in German and English between Wends (Lower Sorbs) and Sorbs (Upper Sorb) despite it being the same name in both our languages.
But our languages are also very close to each other. The notation that one language is closer to Polish and the other closer to Czech (and even more Slovak) is just a tool to distinguish them. We share the same history and the German passport, although the fact that the Lower Sorbs belonged to Prussia and today belong to the state of Brandenburg and the Upper Sorbs to the state of Saxony has created some historic differences, including larger language loss for the Lower Sorbs.
While I would say we are two different nations, there is still a very large WE.