In Voltaire's time marrying a cousin was not considered incest, for people did not realize the genetic risks of such unions. In "Wuthering Heights," for instance, Catherine marries Sir Edgar, her first cousin and their is no implication of incest.
Do not forget, too, that Volaire is ever the satirist. So, perhaps, he ridicules the custom of maintaining blood lines and the false pride taken in family heritage.
Perhaps Voltaire added the 'close bloodlines' aspect to forshadow the difficult and sad relationship ahead. Also it makes Candide's residence in the house more credible that the baron has an obligation to his probably dead sister to care for her child.