The situation you described, where your cousins who are siblings had their mother pass away when they were very young (1 and 2 years old) and then their father later married your other cousin, is not inherently unusual. It's not uncommon for people to find love and companionship after the loss of a spouse.
Marriage after the death of a spouse is known as a "widow/widower remarriage," and it happens in many families worldwide. In some cases, it may even lead to extended family members becoming relatives through marriage, just as in your situation.
The specific circumstances and dynamics of each family can vary significantly, and while some people might find it unusual or unexpected, it is essential to remember that love and relationships can form in various ways, and what matters most is the well-being and happiness of the individuals involved. As long as all parties are consenting adults and happy with the arrangement, there's no inherent issue with this situation.