Based on all the replies this seems both are getting what they want out of it, so I don’t see an issue. Not every marriage needs to be a love match, but it does seem like there is some of that, so even better.
I do understand your moral reservations as it seems a bit cynical, but in the end it’s her life and she and any kids they might have are basically set for life.
This reminds me of a book called “Boerenpsalm” (Farmers psalm) by the Belgian author Felix Timmermans. It’s about a farmer whose son dies and his daughter in law, of whom he never approved, still lives with him at the farm. They gradually grow closer and get romantically involved, but the farmer can’t believe he’s that lucky, which leads to some drama (it’s been a very long time since I read the book or watched the movie). Anyway, it’s frowned upon now as it was then (the book takes place at the end of the 19th century), but also a thing of all times.
Imo, when 2 people love each other, who are we to judge?
To answer your question though, yes, it would be awkward. I actually can’t imagine being in that situation, to be honest.