cousins-to-cousins is this normal?

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2 of my cousins have this special relationship with each other and they consider their relationship to be closer to intimate. It really annoys us coz they are our cousins and right now they hide the fact that they have this relationship. I hope this will end and hope that they will realize what they are doing. Do you ahve any suggestions on how to stop this? or we will just let them be. Is it ok to have an intimate realtionship with the grandchildren of our grandfather's brother?