Because obviously everyone who saw the show read that, right? The backstory of the main female character CLEARLY wasn't something that they could have fit into the show itself, right? OBVIOUSLY the only way to reveal that bit of info was to put it in supplemental material that barely anyone outside of Japan ever saw, right?
This show is a goddamn mess. Even the creator thinks so. People thinking that the main couple are siblings (something the show itself gives us no reason to think otherwise about) is the least of its problems.