We are used to the idea that such behaviour is immoral for Christians but none of Anderson's characters raises this as an issue and we are not told how the clergy respond. (I have just seen a TV programme about the notorious affairs of one or two Renaissance Popes.) Assuming that Anderson has got this detail right, it is another example of how traditions can change, and can certainly change their emphases, in the course of history. (The Wikipedia article on Harald says that a bigamous marriage would have been possible in Norway then but also denies that Harald had two Queens.)
Meanwhile, something else strange happens. Anderson's Hrolf Kraki's Saga refers to Beowulf as a contemporary figure. Similarly in the present novel a character in conversation with Harald suddenly mentions familiar names, Macbeth, Duncan and Malcolm. Is this simply a cross-reference from an Anderson novel to a Shakespeare play? Well, no. Googling reveals that the historical originals of Macbeth etc did live at that time and that they even included the Thorfinn Sigurdharson who is Harald's informant. Another historical novel even has Thorfinn and Macbeth as respectively the birth and baptismal names of the same man! - although clearly Anderson regards them as different individuals.
In any case, my point is that we can always learn a lot of unexpected facts by reading Anderson.