In case you haven't seen it already, the New York Post had a humorous review of the first 3 episodes of the season that mentions our fair pair...;)
Most relevant quotes:
Handsome Cesare finds the plotters quickly, giving him plenty of time to lust after his sister.
But he seems to be the only one. Lucrezia is engaged to be married to Alfonso of Naples (Sebastian De Souza), a giant wimp who won’t have sex with her because he’s made a holy vow to St. Agnes to stay a virgin until he’s married. Good match for a sex addict....
By episode three, things are roiling up and rolling around. And at last the rotten Borgias may find happiness - in each other’s arms. On her wedding night, wimpy Alfonso gets angry with Lucrezia and stomps off, leaving her desperate for some hot sex. And who better to have sex with than her good, hot brother, Cesare? So, after hinting at it for several seasons, the siblings finally satisfy their incestuous lust.
OK. Weird. Usually you cheer for star-crossed lovers, but they’re usually not siblings, and the pope’s children. What’s not to love? Oh wait, I don’t mean it like that.
The rest of the article is
here at the source.
Who better indeed? ;) I guess that explains how she ends up in Cesare's arms so fast after marriage...