I think the fact that you aren’t having bridesmaids works in your favor. Don’t over-explain and don’t apologize, just let each of them know that you’re only having your cousin as MOH. They set themselves up for disappointment by assuming, and you did nothing wrong and didn’t lead them on. If there are small things they can do to part of your day, like having their child as the flower girl or getting ready with you or doing a reading during the ceremony or giving a toast, you can feel free to ask them if you want to. But other than that I’d say to them “Cousin is going to be my MOH, and I’m not having a bridal party other than that. I’m so excited to have you at the wedding! (Insert other way you want to include them here if you feel like it)”. End of story, no need to apologize or explain.