Meng Nian calls Gu Xing “姐” [or 妹, im not sure (younger sister)] meaning elder sister. It is a common thing to address people such way, like brother (哥，弟), sister(姐，妹), uncle(叔叔), auntie(阿姨), ect. without them being related by blood. 
They are also said to be step sisters. I suspect that their parents might have moved together not that long ago, so i don't think that the girls are having any "family bonds", so it is meaningless to get worked up over it. It is not incest, because they are not related to each other, or grew up together as siblings.