Yeah. It's not just about royalty (political, not romantic), it's about respect. If the news about a concubine daring to slept around with the husband's permission, the emperor would be laughing stock. Also, there is a danger in letting that new spread. If a policial enemy want to get access to important information about the inner castle & the king, they could use someone that get into a relationship with the concubine. Concubines are political weapons, remember.

He was right about kil**ng the other guy. As far as I know, in any culture anyone who dares to lay a finger on a king/emperor's concubine is sentenced to dea**th