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I was perfectly capable to take women from my own court as concubines, so them already being in concubinage before was the only reason I could see why I couldn't do it.
As you can take an imprisoned primary wife as concubine, I assume this is not working as designed.
I know this is only a minor issue but still.
(I never expected, I would complain about a game preventing you from doing that type of evil . (No wonder some people think paradox games turn you evil.))