I have never watched these shows and probably never will - my friends who are fans always tell me I can't handle it and I believe them. (For the violence, I might add, not the sex, ha ha.) But having said that, even I know that there's gonna be incest in a GoT spinoff! Hello!
I do like to analyze my own step fantasies and think about where they came from, but all in all, I think it's so common to have really taboo fantasies and that it doesn't necessarily indicate any issues. My ex had a HUGE twin fantasy (so common) and I never once thought: Whoa, dude, you're a pervert for wanting to watch sisters have sex. Honestly, I didn't care. LOL.