Well they're not going to have any incest babies, and it's not like they're sisters in any social/relationship sense, so I don't really see a problem unless it bothers them.
It reminds me of the sisters in Fire Emblem Fates; Is it weirder to romantically pursue a relationship with your "blood sister" who you never knew about and never met before, or with a genetically unrelated sister who you were raised with and think of as family?
I would definitely say it is weirder to pursue a relationship with a non related sibling than a blood related sister you never knew you had. Especially if you dont find out until after you start the relationship