Evidently these facts were not well-known, when she and Prince Guillaume of Luxembourg began courting; otherwise, his family might have had second thoughts about approving their marriage. If I understand correctly, her only brother died in childhood: the cause is not clear, but one can't rule out hemophilia. The fact that her maternal grandmother was a gene carrier automatically raised the odds of her mother being one herself to 50%.
Aside from the disease in the family, one also has the obvious fact that Sibilla was not, technically speaking, a royal or even noble at birth. She would have qualified as a commoner because her father was one: the fact that her mother was an Italian noblewoman and her maternal grandmother a Spanish princess should not have changed her status.
I wonder how Grand Duke Jean and Grand Duchess Josephine-Charlotte initially reacted, when learning of their youngest son's relationship: they could not have known who exactly Sibilla was -- much less what kind of pedigree she had -- until formally introduced.
Perhaps the same kind of skepticism and reservation with which they greeted their other sons' marriages?
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