This is not gone over as much as it should be in my opinion. In Daygame by Todd Valentine, Todd opens a set only for two minutes later a guy enters. Based on their body language, Todd understands that they know each other. So he holds his ground, shakes the guy's hand, and asks if they are friends. The set says they are cousins. As the set and her cousin get up to leave, Todd number closes the girl while the cousin tries to hurry the set away.

Lessons learned: Todd describes how a guy will never get into a fight the majority of the time because it is not to his advantage. There really is nothing to fear in a mixed set. Most guys approaching see the other guy and think "daddy's home" and prematurely eject from the set. In all my experiences of approaching a mixed set I have never had any issues, even if I find out it is a husband and wife or father and daughter. Simply find out their status and as long as you are not impeding on anything you should be fine to close.