I would like to offer some additional information that might be helpful to you.
First of all, I believe there actually may have been three Wilson brothers in Company B of the (Old)Fifth Missouri State Militia Cavalry. I have found a Joshua Wilson, a member of Company B who died in the hospital at Liberty, Missouri on April 23, 1862. I think he was 20 years old at the time, and his parents may have applied for a pension for having lost him while he was in the service during the war. I have seen this happen before. If they did, there may be some useful genealogical information in the pension file.
I also found an Alexander Jackson Wilson's marriage record at the website of the Iron County, Missouri Genealogical Society. On April 8, 1863 this A. J. Wilson married a Mary Jane Davidson in Iron County. The record of the union can be found in Marriage Book A, page 72. It might be worth checking out to see if this could be your Alexander Jackson Wilson. (Perhaps this may be another event which could have influenced Alexander Jackson Wilson's desertion if he turns out to be one of "your" Wilsons.) The marriage book may contain some other helpful genealogical information. The website for the Iron County, Missouri Genealogical Society is www.rootsweb.ancestry.com/~moicgs_home.html.
Nevertheless, I did come across an article in the Wednesday, March 11,1863 edition of the St. Joseph, Missouri Morning Herald that supports Bruce Nichols' contention that the Wilson brothers probably deserted because their regiment was about to be disbanded and mustered out of service in the spring of 1863. It was reprinted from the Leavenworth Times. The article appears below.
"We learn from a gentleman from Independence, that the excitement in Jackson county is again at fever heat since the removal of Col. Penick [the commanding officer of the Old Fifth Missouri State Militia Cavalry] from that District and the distribution of his command among the enrolled militia. A great number of Penick's men have deserted since his removal, and altogether the county is in a greater degree exposed than since last summer..."
Based on my investigation of the matter, it does not appear that Company B was involved in any significant action around May 14, 1863. In fact, most of the battles and skirmishes Company B took part in occurred in the summer and fall of 1862. Nevertheless, if you would like a detailed account of Company B's military record, I would be able to provide you with it. Just let me know.
I would be interested in finding out if any of these leads pan out. In the meantime, good luck with your search.
Larry L. Dishman