Royal families have always engaged incest to preserve the royal blood lines.
Martin didn't invent this tradition. He merely fictionalized it in his books.
What I find surprising is that you didn't know this fact, or bother yourself to look it up before posting.
I know all about incestuous practices in royalty, going back to ancient Egypt and beyond. But by the middle ages in Europe, which the society in GoT approximates, direct brother and sister relationships were looked at with the same disdain as today. Why GRRM chose to almost normalize it is strange.