I have this same problem with lots of my families and I don't know what to do. I tried with the Pleasant twins and I had to delete them as I already created their parents. Then I had to recreate them so I didn't have the same problem. But now I'm trying to do it with the Curious siblings I downloaded from FGG and I have the same issue. Can't add their parents. Hopefully someone can get the solution...
@braulyoko Do they have empty parents in the family tree ? If so, then they already have a parent and you can't set another.
Don't know if the empty parent is a bug or not but it's best to use the bug report for this: https://answers.ea.com/t5/Bug-Reports/Cannot-edit-pre-existing-sims-Family-relationships/td-p/9765274
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