In this paper, we focus on learning effective entity matching models over multi-source large-scale data. For real applications, we relax typical assumptions that data distributions/spaces, or entity identities are shared between sources, and propose a Relaxed Multi-source Large-scale Entity-matching (RMLE) problem. Challenges of the problem include 1) how to align large-scale entities between sources to share information and 2) how to mitigate negative transfer from joint learning multi-source data. What's worse, one practical issue is the entanglement between both challenges. Specifically, incorrect alignments may increase negative transfer; while mitigating negative transfer for one source may result in poorly learned representations for other sources and then decrease alignment accuracy. To handle the entangled challenges, we point out that the key is to optimize information sharing first based on Pareto front optimization, by showing that information sharing significantly influences the Pareto front which depicts lower bounds of negative transfer. Consequently, we proposed an Incentive Compatible Pareto Alignment (ICPA) method to first optimize cross-source alignments based on Pareto front optimization, then mitigate negative transfer constrained on the optimized alignments. This mechanism renders each source can learn based on its true preference without worrying about deteriorating representations of other sources. Specifically, the Pareto front optimization encourages minimizing lower bounds of negative transfer, which optimizes whether and which to align. In detail, we adopt graph neural networks to handle data sparsity in each source and a scalable alignment based on sliced graph matching. Comprehensive empirical evaluation results on four large-scale datasets are provided to demonstrate the effectiveness and superiority of ICPA. Online A/B test results at a search advertising platform also demonstrate the effectiveness of ICPA in production environments. We also release an International Entity Graph (IEG) 1 dataset to facilitate future research.