During my campaign as Cao Cao, I went into the family tree to wed Cao Cao with a new wife. I was surprised that I was able to select Du Anyue, the faction heir of Du faction, and conclude the wedding for as low as 2000 gold. The character then join my faction with all her experience and rare artifacts.
Trying to do the same thing from the Diplomacy, this is a very expensive negotiation (basically, I had to give a region).
I do think then that this inconsistency could be considered as a bug, even if it's possible only for the characters that are related to your family.
Here are a few screenshots to illustrate this (sorry, my game is in French):
Wedding from the family tree:
Wedding from diplomacy: