I got the impression she meant a pair of brothers marrying a pair of sisters, not siblings marrying each other.
This is where I think it gets weird, and for me, it's not about blood relation at all, but about how you've grown to know a person.
If a pair of brothers dated a pair of sisters and they all got married around the same time, nothing weird about that. If one of the couples had been married for years, and for years the other two have spent time together as BIL/SIL, it would be weird (to me) if they started dating.
OP, you refer to this woman as your aunt. Not your uncle's wife. To me, there is a difference. She's been in the role of "aunt" to you long enough that you think of her that way, and that's what makes this creepy. No matter whether you are blood related or not, it's the role in the family. Like the link a couple of pages ago about the siblings. While both are creepy, I would put a pair of adoptive siblings, not blood related but raised in the same household as brother and sister, way higher up the creepiness scale than the "separated at birth" siblings who don't know they're blood related.
and I can't believe I just wrote all that.