He's going there. The point is that they're extremely close. Its a normal closeness but its creepy because most people only ever get that close and intimate with a Spouse. (YOU) as a viewer think of incest because there a little to close. That's how it kind of works with the 616 characters where. Technicaly it work in anything. Its a character quark. They won't actually be incestuous but it will seem creepy. It kind of like Angelina Jolie and here brother.
I was lucky enough to grow up in a household with two parents, but we were definitely in that working class group where both had to work full time and my dad's job required him to be on the road and out of state 10 months out of the year. So I did a lot of the care-taking at home, and as a result my brother, sister, and I are all very close and have a relationship were - despite being 2 and 4 years older than them respectively - I am somewhere between a sister and a mother figure to them. In fact, I've had people mistake them for my kids when hearing me go on about them and then I feel so embarrassed as I have to explain, no, I'm just so proud of my little brother/sister that I just sound like a parent. Hell, my sister recently came up to visit me and while I was showing her around the city I would hold her hand every time we crossed the street; she's 24. I'm so protective of them now that I can't even imagine what it would be like if our parents weren't there and it was just us.
I've always liked Wanda and Pietro, partly because I tend to gravitate towards sibling characters with close bonds. It seems like the vast majority of fictional characters can only share that kind of closeness with a romantic partner or their children which has always really annoyed me. Possibly because I don't have kids and have two or three friendships that I would say are far stronger than any romantic relationship I've ever been in, but you don't actually get to see that represented on screen very often.
Joss has written some solid sibling pairs before, so I'm really looking forward to see the way they play Wanda and Pietro. I agree that, yeah, it might come off as weird to some people. Not necessarily because the intent is to portray them as incestuous, but because we are so use to only seeing that strong of a relationship between couples in TV and movies. Most siblings come off more as good friends with a common daddy issue that they can share the occasional drink over, but rarely do you get the impression of, oh, here is a sister who is willing to die for her brother, who would do it without thought. As a big sister, I have to say that I would. I would totally, in an instant.
Although I would never, ever kiss either of them on the mouth like that. That might cross the line into creepy for me.