Your cousins are your friends from childhood, they may be your very first friends. They came to you naturally, with a special family links.
You have had so many memories with them, and with your big family. You have laughed with them, shared everything with them even it was a meal or a drink. You even had a fight with them for some childish reasons.
You know their family so well just like the way they know about your parents, your siblings. Both of you know which environment the other has been grew up and what kind of emotions the other is feeling right now.
You and they, even if you are not side by side, still know each other very well thanks to the closed family relations. They and you are the first friends of each other, and will be forever friends.