Incest was definitely a taboo in Roman society. The modern word Incest is derived from Latin, where it is the antonym of the word chastity. (Incestum -> in-castum -> "in-" + "-castitas") Literally, it belies impiety or a violation of religious purity. So the very name of the act of incest in Latin gave strong normative connotations against the act.

Incest was illegal under law for Roman citizens and charges of having committed incest were culturally considered one of the worst accusations. Roman historians, for example, happily wrote about how Caligula was in an incestuous relationship with his sister Drusilla although their charges are more akin to celebrity slander in a tabloid than explicit evidence. Incest was such a taboo that Tiberius was alleged to have indicted people of the act as a political excuse to have them executed.

Outside of the Roman world, the incest taboo was generally reciprocated in Antiquity with only a few exceptions.

There is a response by Anise Strong on this exact scene from HBO Rome in the Blackwell volume on the show if you're interested in academic reactions to this and other themes presented in the series.

Source: "Rome, Season One: History Makes Television" ed. Cyrino.