My feelings tilt towards MC being a dumbass, and in complete denial for nonsensical "hail japan morality issues"
For him marrying his sister:
A) He's in a different world. Doesn't matter if it was just another country or culture, different place, different rules. When in rome, do as the romans do, sort of thing.
B) His parents expect him to do so to care for his sister and the family. He's fine with being raised nicely by his family up until now, then runs away? Averting responsibility. Why entrust your sister to some unknown guy who might just abuse her and ditch her later, or force her to stay unmarried for the rest of her life and suffer that stigma.
C) He's also the strongest magic user around and rich, so it's not like he's not capable. In his parents' eyes, he's clearly the best choice of a spouse for their beloved daughter by FAR. I'm surprised if he wouldn't normally have girls lining up to force a relationship with him after completely taking over the village's monetary system in weeks.
D) He's actually attracted to his sister. She's attracted to him. And they care for each other. Forcing his sister onto another guy just because incest would be like denying gay people "it's just a phase"
E) Leaves without a method of contact. There's no conversation potential, he's just up and running away, for all that could have happened a wolf-god comes next day and wipes out the village, and he wouldn't know till he heard rumors his entire family is dead. Great job, doofus.
Against the marriage:
A) He's not into the marriage. That's a great setup for long-term unhappiness and suffering for both him and his sister. His reasons are emotional and illogical, so it's hard to say if he'll change his mind.
B) it's also really sudden. It's not like his sister who has had like 5 years to prepare her heart and object, he's literally got like 2 days notice for a life-changing event with no choice in the matter.
C) Limits emotional growth and relationships. His sister is super dependant on him, and this just further enables this behavior.
So in short, if he sat down and talked about it and had a conversation with his family properly over a few weeks time, this could be resolved. Instead, we get MC running away from reality and non-communication. Great drama material, do not practice at home, please.