@icekatze After your comment, I went back and reread Chapter 15. I really don't think she's using the term literally. She seems to be calling herself a prisoner of war because this is an undesirable change for her, as though she were a prisoner of war. The way she phrases it makes it look really weird if she actually is a prisoner of war. Oh, I know I'm a prisoner of war right now, but who could've possibly been the person to take me as a prisoner of war to the Lion Palace?
I am willing to say I'm wrong if there's other evidence, but that line looks really, really weird to support that.
In fact, go to Chapter 27 where she claims she's a war prisoner after the prince finds out she's the pianist. Marie specifically says she is a lowly commoner. It is at this point that she makes the claim that she is a prisoner of war to hide the source of her skills.