I agree with lynbrown. The series suggests Octavian believed the alliance between himself and Mark Antony would be more acceptible politically if his sister, Octavia, was married to his rival. The greater likelihood of her producing children was also seen as a way of cementing the alliance.
Historically, Mark Antony and Octavia had two daughters called Antonia Major and Antonia Minor. I doubt the series will be bothered by such realities however and will rapidly move onto Mark Antony bonking Cleopatra.