Your son’s sister isn’t* always* your daughter. That’s demonstrably false on its face. Work the logic puzzle, I’m sure you can figure out why and how.
Anyway, Allen had a child with Farrow. What his relationship was to her other children, particularly her children like Soon-Yi who have a father, is a matter of great speculation and vastly differing opinion.
But ultimately, the only people who can understand the nature of Previn and Allen’s relationship(s) over time are Previn and Allen themselves, who clearly didn’t find their connection to be of the sort that would rule out developing a romance.
It’s worth noting that this is Allen’s longest marriage and in fact, his longest romantic relationship overall.