As long as it doesn't imply that they're married to each other then I don't see what the big deal is.
Royalty used to ship their daughters off to a neighboring country to marry a royal dude from that country in order to seal a peace deal or improve trade, etc.
So, you might have a king in country A and his sister might have been shipped off to country B and risen up the ladder to become queen there. See, no problem.