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Hi Juhan
You have basically answered your own question. Because E is the relative minor of the G major scale it has in common those common notes. Thats why it sounds so akin. Each relative minor works the same i.e A is the relative minor of C and they go together naturally. As with anything in music thats not to say you can’t be creative-there are some musicians who make a living out of dissonance. Hope this helps.