No.. not in nature, they wouldn't. However by the simple fact that they CAN interbreed successfully, it tells me that they had a common ancestor.
Remember, 'species' is just a label people give to animals. A lot of animals in the same genus could be considered the same kind of animal.. and back in their history, they were the same animal. I don't see how it's unethical to crossbreed what are essentially localities of the same type of animal.. even if they belong to a different genus (it just means more diverse speciation has occured).