I love the unintentional humor in awkward moments, don't you?
I shouldn't even joke because cousins marrying cousins actually happens a lot more than you'd probably think.
A few years ago, one of my cousins married my other cousin who lived in a different country their entire life who he'd met when he finally went to go visit that family. The more Americanized cousins were a little grossed out, but my overseas family didn't see the problem in it at all.
My dad, being the perfectly dark-humored gentleman that he is, just said something along the lines of: "Well, at least she knows he comes from a good family."