Everything, including morality, ethics, and the embarrassment you mentioned, is determined by the social environment. If what you do is accepted by most people or most people do it, it is not immoral or embarrassing.
Then let's look at some examples in history.
Huang taiji and Zhe Zhe, Buermutai and Hailanzhu Buermutai are well-known empresses. Her son is the emperor shunzhi and her grandson is Emperor Kangxi. Zhezhe is sourdrang queen's aunt. She first married Huang Taiji, then Bulmutai, and then Xiaozhuang's sister Hailanzhu. Hailanzhu may have been married before.
Hai was Huang taiji's favorite concubine, but Hai died early, and her son died before he was one year old. Zhe Zhe didn't give birth to a son to Huang Taiji, and finally Xiao Zhuang's son Fu Lin succeeded to the throne.
Shun and he are sisters. They are Yao's daughters. Emperor Yao is old and needs to find a successor. He thinks Shun is good. In order to better observe and test Shun, he married with her, so that he could observe Shun's every move and confirm whether Yao's choice was correct.
Emperor Han Chengdi, Zhao, and Zhao were all singers and dancers of Yang Afei's family. They are good at dancing. They were attracted by Emperor Han Cheng, who came to see Princess Yang A and took them into the palace. They are very precious. Emperor Han Chengdi heard that Zhao Yanfei had a sister named Zhao Hede, who was also very beautiful, so he also recruited Zhao Hede into the palace, and they were favored together.
Li Yu is fifteen years younger than Da Zhou. When he married Li Yu after Da Zhou, he was only five years old and entered the palace with Da Zhou. With the growth of Xiao Zhou's age, Li Yu took a fancy to Xiao Zhou, and he complained about it. It is said that the deterioration of his condition after the big week is also related, indicating that the relationship between the two is not very good.