You're setting up your own kingdom, you're legally bound to marry one of the most instrumental (and finicky) families in the region, you sleep with a shorty from the other side?

Marry them both

Marry the Frey girl publicly for duty, marry the Westerling girl for love.

Who's gonna tell you you're not allowed to do that? The high septon? Sorry, we follow the old gods here pal and you be touching kids so nah. The iron throne? Mira brother, me vale pija lo que esos cerotes tienen que decir. This is the kingdom of the North and the Riverlands. Your authority don't matter here homie. Your mom? With all due respect, mother, I would kindly ask to please not get involved with my love life unless I ask for your insight.

Robb was a talented leader but not the smartest