The show isn't based on the politically correct modern society we live in, and you can't expect it to run like one. These things happened back then in the medieval and dark ages, and indeed still do to some extend; it only adds to the realism of the show. It might sometimes be a bit exaggerated? I don't know, but if you watch Game of Thrones for the nudity, you're a fool. You've got the whole internet for that kind of stuff.
You know marriages between cousins was a thing back then, as well as similar close-relative marriages, and sibling-relationships was commonplace in at least greek mythologies (just learned about it this week lol, a bunch of gods/titans married their sisters, just like the Targaryens), and no doubt in some societies as well (don't quote me on it).
Anyway, to leave these things out for the sake of a few sensitive souls such as yourself is silly, and it makes for a boring story. We want to watch something that's different from what we know and are used to, and it being historically accurate is a much-needed addition to shows these days. Then there is the fact that you focus only on these few aspects of the series, when in fact there is so much more to it! The different characters, factions, the relations between these and the intrigue and plotting all add together to make one hell of a story/world! The fact that there are dragons, 'zombies' and magical gods, what have you! Come on, don't tell me you wouldn't enjoy it? Best of all, everything feels real, like it could've happened in the real life if our world worked a bit differently.
So yes, it's silly you feel that way about GoT. I'm going to pull the old card of "but you're okay with gory stuff?!" (I know you're probably not alright with that, but take 'you' in the more general form), because frankly, how is that more acceptable than nudity and sex? To put it simply: it's not. They're both realities of life, so why be the fool who hides it away? That's a thing we're good at here in Scandinavia; we don't hide away these sensitive topics for the sake of sparing some innocent eyes and ears, but rather we 'embrace' (for the lack of a better word) it to inform people of the realities of life that is sex, nudity, even rape and gore. It's not that we approve it, or encourage it, but what better way to prevent horrible things from happening than educate people in it? If we stay ignorant, how will we know how to act in these situations?
There is just so much more to it than you think.
Just take Lord of the Rings, for example. That's a nice and cozy family film, right? No nudity, no sex. It's all good, yeah? Except thousands upon thousands of people are killed throughout the movies/books, the Shire is being seized and enslaved (only in the books). The Game of Thrones is similar, only it's on a much more personal and realistic level in the way it's being conveyed, not betraying the fact that these are people too.