@Homelander I mean, he is the new lord of the plains, know of their village, supposedly a war hero, friendly blue, and so on.
It is the traditional way to secure alliances. Tradition to whose culture you ask? None, it is not that kind of tradition. It is simply that alliances bound by blood/children will naturally forge a strong bond between the participants. It is that kind of tradition.
Without a strong bond, they risk him telling his nation about them, or even actively request help to drive them away/enslave them/force them into submission. And simply getting rid of him is really risky, as he is a newly appointed lord of the territory (not to mention might be able to kill too many of they fighters than they afford). The nation will react if he goes missing. Sending one of theirs out of their protection to become his is risky too, as if others see her they might suspect things. But there are many ways he can downplay it, and even if he doesn't, its a public sign of support to the kingly appointed lord of the land to someone the kind cant easily get rid of without public outrage. Also has the possibility for a future acceptance for their race, possibly even in a privileged position over others as part of the future heirs bloodline.
Besides, he is clearly an idiot. They will be able to manipulate him even if he rejects, but particularly his wife/mate/concubines/slaves/whatever will give them a strong hold. Assuming she performs her duty to her tribe and seduces him.