I do not know of any European royal sibling marriages other than a single case, that of John V, Count of Armagnac, who forged a papal dispensation in order to marry his full sister, by whom he had children.

Incest is a term for sexual contact between people too closely related to be married. Where marriage is permitted it is not incestuous. A better term is consanguineous marriage.

The practice of marrying close cousins has diminished as reigning and formerly reigning European royal houses have relaxed their House laws governing marriage. This is particularly true among the reigning families which are now much less in number and where members of said families are now permitted to move among and come into contact with people from all sorts of social classes.

There is also less of an incentive to arrange deals, peace, alliances, etc between nations by marrying royals to each other when most remaining monarchs are purely constitutional heads of state.

Previously, in many families, one had to marry a partner of equal rank. With religion being a factor and there being less Catholic dynasties than Protestant ones, you see why Habsburgs, Braganzas, Wittelsbachs, Savoys, and Bourbons married among between and among themselves over and over and over.