I think helion loves her but since he is the king thanks to her he wanna take care of everything and keep her out of politics.
But according to the prologue he is gonna messed up everything and she is gonna kill him and become the tyrant who killed her own husband. The green girl is fishy too maybe she works with an other country.
So I think that concubine thing was a mis translation. In the offical translation from tappytoon, the masked guys said "Why don't you let her act as the lady of the palace?" Refering to the queen and the King said "It's none of your business." Also the official is up to chapter 8.
I don't get Helion at all
On one hand, he really seems to care for her
but on the other hand, he is actively trying to keep her out of politics
and now bringing up a concubine????
I am genuinely confused about his whole vibe