You have to think of medieval times no ruling heirarchy of that time would marry into another religion and besides that even thought its not programmed into the game I could just see the pope being very displeased and that nation would be very succeptible to an excommunication for an action of such a matter. I've did a little bit of experiment during one of my games and if you are a catholic faction a muslim has no problem accepting a marriage whats another wife to them anyways. If your Muslim it is rare but lots of begging with an emmisary will get you a marriage but is much easier if you are going after the same religion