Emilio just wanted to be respectful to Ryouma so that was why he didn't share it I feel. Also, there is probably an expectation for the king to have multiple concubines, so there may have been a push which is depicted in one of the earlier chapters when he goes to a ball, for additional women in his life (which he doesn't want). He probably understands that he doesn't want blood to be spilled for the sake of being king so he is actually just trying to break the cycle.
This is similar to I think the Japanese prince who married a commoner and then kinda got kicked out of the family(?) but the prince still has power in this manga lol... I just think it makes sense for privacy/safety purposes, as they are happy living between both worlds and the prince can somehow manage everything fine. I am assuming Ryouma will never be pressured into learning too much about how to support Emilio politically since there doesn't seem to be a culture of doing so, so maybe it just worked through this plot nicely. I personally really enjoyed this manga and it helped me stop my smut craze haha. It ended in a satisfying way to me.
if some dude badgered me into giving up my dick and balls, knocked me up, and then had the GALL to hide away me and OUR CHILD like some illicit love affair someone's going to die