What is this relation between sets : A is not included in B NOR B is included in A? Does it have a name?

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The relation " A is not included in B" OR " B is not includde in A" is the relation of distinction ( non-identity).

Does the relation : " reciprocal non inclusion" have a name?

It cannot be disjunction. For, surely two disjoint sets satisfy this relation, but this is not a necessary condition two sets to be disjoint to satisfy the relation in question.

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Such sets are called incomparable.

In general, this term applies for any partial order $\prec$ when you have $x$ and $y$ such that neither $x\prec y$ nor $y\prec x$ are true.