There is a very rampant misunderstanding regarding realm and domain apparent on this forum, which probably indicates the game could go a little further on explaining how it works.
What you have to understand is that the source and effect are two different things. The source must be in your domain, for the direct effect to affect your realm. This is consistent with how all the building effects work. You do not gain the direct benefits of any building you aren't the holder of, and that includes realm bonuses. Realm bonuses affect things that are explicitly not tied to or limited to your domain, such as army upkeep (includes men-at-arms and vassal levies), renown gain, ruler skills, or number of knights.
To put it simply, the facts are two : realm bonus is an effect that applies to things that are not tied to land you hold or limited to such, and you must own the bonus to get the direct benefit. These two facts do not contradict each other.