Online stuff says this happened in royalty and CK II apparently allows Zoroastrians to marry extremely close relatives.
So what's the deal with this practice? Has it been practice from the Achaemenids through Sassanids?
Even today it's not abnormal for cousins to marry in Iran (it was still legal several years ago, but I'm not sure if that's changed). Though in the last few decades there has been growing awareness that cousins marrying is still too dangerously close.