Thing is, medieval Kingdoms didn't quite work as the ingame kingdoms do. Take the infamous Edward II Plantagenet as an example: he was Duke of Aquitaine and as such a VASSAL to the King of France. Hell, he even had to swear an oath of fealty to the quick succession that were the last of the Capets and even pay them a tithe, tax, or whatever you wish to call it.
In game, however, this doesn't quite work this way, depriving the liege King from calling this potential duchy into a war or even having the prestige bonus associated with it. Perhaps having something like the 'baronies in other kingdom' mechanic would work here, and it would reflect the historical reality all the better.