It's strange gameplay wise, but yeah, there are instances of similar situations happening IRL.
People mention William the Conqueror several times here and its similarity to this situation. Several, also rightfully point out unlike in the the game, the Normans IRL don't get to shake free from their feudal obligations just because they also snagged England.
However, I don't think implementing something as complicated as having multiple top-level lieges is the solution here other than confusing the shit out of people. I think these situations are already reflected sufficiently in the De Jure title laws, that even though the Dukes of Normandy were also the Kings of England, the Dukedom of Normandy are still de jure vassals of the French Kingdom.
Sure, it doesn't reflect the exact (and very muddy) situation IRL, but I think it's the best approximation without introducing complexity that doesn't enhance gameplay.
I'm not sure though, that every scenario should result in what the OP experienced though. William being able to conquer England and still hold onto his continental possessions, were very much due to the relative weakness of the French Kings. It's worth remembering that the Norman vassal, even before their conquest of England, held significant influence in France and has, on multiple occasions, went head-to-head with the French Kings or interfered in royal succession only to come out ahead. France was, after all, incredibly decentralized at this point.
In a situation where the ruler had more centralized power and relatively more power, it's hard to argue that it would always result in the William the Conqueror situation.