Perhaps they should -- but keep in mind that banning incest bars any one person from a very small subset of potentially desirable sex partners -- much like barring psychiatrists from sexing their patients. On the other hand barring e.g. old people from having sex, or gay people having sex, pretty much precludes them from having pleasurable sex altogether. The cost of such a policy seems higher in such a case.

If incestuous desires are common (certain people think they are at least...), having a harsh prohibition on them might cause a lot of guilt even if those people wouldn't actually go as far as to mate with their relatives. So trying to get rid of the prohibition might still be somewhat valuable.

Incest themes are quite common in porn.