Depends on the society, of course. When the king reigns over a post-stamp sized realm and speaks with the peasants and works on his demense farm, a fairy-tale-like is not too shocking even in more realistic scenarios.
But when you are doing ancien regime, or 19th century -- royals all over Europe were shocked, shocked, shocked, when one of Queen Victoria's daughters married a subject. It had been a long time since any member of the royal family had, over three centuries. Even though the bridegroom was the heir to a duchy, the very highest rank of peerage.
Other royals even argued with her about thinking the offspring of morgantic marriages suitable for her descendants.
