Most likely its a bug, not well documented.
Doesnt seem to be critical as we dont have reports of that up to now.
However, I would say you do have the risk of immediately loosing the game just by loosing one of the 3 leaders. You have to test it to be sure and take your cautions.

I cant even imagine how RTW engine allowed this... nor can I figure out how to do that (have 3 faction leaders) if I wanted to! - I will have to take a pek to the Blue Lotus files to see what has been done to Choson leaders.