The tale of Kullervo, which is the basis for the Children of Húrin, features a warrior returning home after a long time away. He sees a pretty girl and throws her on his sled. At first, she protests, but eventually they do spend the night together. In the morning, they exchange names, and are horrified to discover they have the same parents. She throws herself into the river and drowns, while he falls on his sword.
As far I remember Kullervo goes on to have some more adventures after that and in the end he thows himself at his sword but after a life of many misfortunes - mostly brought apon by his violent temper and lack of thought? It was some decades ago since I have read the Kalevala.
And it was not the incest itself that was that the main problem for the sister in said story.
It was that she lost her maidenhood to somebody who could not restore her public honour by marrying her as he was discovered prior to such an attempt to be someone unmarriable for her - so that there was no way for her to recover her honour in this situation.
But Turin and Nienor were married, so there was nothing realy dishounourable. Such things do happened in war-torn societies context where children were oprhaned and raised apart a lot in history.
This is why the institution of the "banns of marriage" was introduced in the first place.
And even in the Catholic Church in such a case when a couple that is suddenly discovered to be too close related for a marriage to have been assumed possible to have taken place such an assumed marriage is simply declared null and void by the ecclesiastical court but nobody is considered blamesworthy. Also the children of such an union are considered legit because they were conceived while the marriage of their parents was assumed valid. No party is considered to be blamed and nobody makes a fuss. The couple is obliged to live apart the very moment that they have learned of their close connection to each other but nobody blames them for anything that they have have done while they assumed themselves to have been married to each other.
So, yes, it's fundamental to the story that the horror of discovering one has committed accidental incest with a sibling leads directly to suicide. The fate Gwindor thinks Túrin can avoid by rescuing Finduilas is marrying Nienor.
What horror? Incest is horrible when it is the misuse of power inside of a familly unit where a dependant person is being misused.
But when people not knowing that they are related enter an assumedly valid relationship then this is misfortunate but far from a horror.
