It'd look about as suspicious as anything else involving her family at the moment, I suppose? An excuse could be that the captain fell in love at first sight when she jumped out the window, and he's now her savior for raising doubts about the sketchy ass circumstances that were cast against her by witnesses that are at least less trustworthy than he is. I've certainly heard dumber reasons given for relationships starting. Jumping straight to fiances is still a bit much, but that's practically the only form of dating people in their positions might do.