I think it's more like things get messy. One person's problems in their marital life will end up affecting your life too.
Say for example, your brother leaves his wife...then your life will become hell etc
These days, most parents try and not marry both their kids into the same family...regardless of them being two sisters, two brothers or one sister and one brother.
Your parents just want your future to be good, so you can try and help them overcome their fear.