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Pauliana doesn’t accept his feelings immediately due to her honor as a knight and the King marries three wives as a way to placate each region cuz you know politics. Paul ends up being their escorts and befriends them because she’s the best *sobs* there are more spoilers and you can read them here: https://forum.novelupdates.com/threads/emperor-and-the-female-knight.99710/

I reread the manhua from the beginning and I found a lot of things that indicate that he is not married till now and that no rule said his daughter in the novel can't be a queen
here is some link show that
http://www.mangago.zone/read-manga/emperor_and_the_female_knight/nbt/mpn_chapter-2306558/pg-17/
he said maybe I'm not gay so
http://www.mangago.zone/read-manga/emperor_and_the_female_knight/nbt/d_chapter-37/pg-6/
here the commander said ML will have to get married sooner or later that means he's not married I hope it's true
because I read spoilers and it’s gonna be a hard life goddamnit MY BABY PAULIANA PLZ JUST GET MARRIED TO ME (/TДT)/