A quick look at the Diadochoi kingdoms will tell you otherwise. The early Ptolemies & Seleukids married their daughters here and there. Antiochos III had a Pontic princess as wife, Hierax had a Bithynian (or maybe Pontic as well), Attalos I's mother might have been Seleukid too. Ptolemaiois I was married at first with a daughter of Antipater (who seemed to marry his daughters off to most power players). Pontic Kings had wives from the Seleukid royal house as well.
The Roman nobility though did not marry outside the Roman families or at least it was almost taboo to do so, case in point being Caesar & Mark Anthony's relationship to Cleopatra. Ptolemaiois V or VI wanted to marry a prominent Roman noblewoman, but the sources say she refused to marry a foreigner which apparently won her much renown in Rome itself. So at least marriages between Romans & other factions should not be ingame.
As for the remaining factions, from what I gather marriages between them would not be looked down upon, as Hannibal & Hasdrubal both had Iberian princesses at least. Celts & Germans I have no idea on, but considering Celts intermarried with peoples they conquered and/or settled with I would take an educated guess and say they would not find it problematic.
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