I thought they were cousins?

Steak said:

I thought they were cousins?

So?

But anyways, in old china it was not rare when close blood related family members married eachother, from the high nobility that is.
And since the Kou are representing china in Magi, you shouldn't be all that surprised if this happens.

Also, in lots of countries in today's world, close blood related marriages are legal.