Having this type of "connection" between lines is not atypical.
You need to use a calculator which is more sophisticated than the ACOM member tree relationship calculator. Here are a couple that may suit your needs:
http://stevemorse.org/relation/calculator.htmlhttp://www.iroots.net/tools/cusncalc/cusncalc.htmhttp://www.iroots.net/tools/cusncalc/A good primer:
https://en.wikipedia.org/wiki/Cousin#Chart