Incest has two parts to it. Close blood relationships passed, neither Dawn nor Connor share a common ancestor. Like, at all. Connor is not closely related to any modern human.
The second is, does it disrupt the existing family structures. I say no. Neither Connor nor Dawn were lovers with either title characters. And neither Buffy nor Angel had a significant role in raising either child. Beyond that, is personal, cultural and familial preference, which is beyond the scope of my inquiry. Although, for a show and a fandom that puts so much emphasis on "chosen family," what is incest, anyways?