Pal, welcome to this community... In fact you could just quote me to reserve time of your life writing your comment:
I know that, everyone knows that... Unless you are new in the neighborhood... So, welcome. But still, she's a complex character as how in the "pure" path we can think that the best course of action is to maintain at most near of her husband, now i think of them in a more amplified perspective, they as a couple have troubles, independently of what path you take is reveal that they had problems to conceive a child, a problem that the narrative in most cases move towards Rowan. And is most obvious that they have problems, most if we think in the beginning, the player as Rowan can literally lie to her about what he found during his patrol, if that option is given, the team is giving us a hint that this couple not always tend to communicate well and properly. Moreover, Rowan never, ever talk to her about the things Da Twins tells him to do, so we can think in an scenario where she doesn't ask nor tell (bad wife) and he never tell how was his day nor ask of hers (bad husband). We as players, identify with Rowan because in contrast to Alexia we play him more, learn and suffer his decisions often and we see how that impact not only on him but in general over ppl.
It is easy to blame Alexia for her lack of understanding of her husband, but in a marriage the supporting is something mutual, most of the time Alexia said nothing about all the chances others in Bloodmeen wanted to approach her with sexual motives, in fact, she can have the chance iirc just once and she can iirc leave the matter or going with Da Twins or going with Rowan, but about how they feel each other and what they could do, well, yes, Alexia is more useless, she's put to work to gain more money but doing some jobs can't help Rowan beyond financial terms, she had never proposed to put herself in the line for her husband to be treated better (even if is a lie to be treat better in the end but as far as i remember she never tried), but she can be blame to think in not get worry her husband most as he is? think about it, his husband had just one chance to do the right choice, that was to reject work for the twins but accept in exchange for the safety of his wife (in resume), so, he's sacrificing himself for her and even with the best intention from her side as a gesture for her husband it would be a sacrifice for nothing if she put in risk her own safety to be put as a toy for Bloodmeen for his sake, in that position, it would put her in a desperate situation in which she can't allow that because in the end when she'll be broken and in shred pieces of her former self Rowan will suffer from that anyway, her only hope is in the end that Rowan, her husband and Hero of Solansia, find a way to escape for both of them.
Perhaps the problem is that you are seeing it very dichotomic, in a dark fantasy setting as could be Overlord as you exampled, doesn't mean that MC must be necessary evil from our perspective, MC can be present as a good guy who thinks he do good things, but doesn't realize how much suffering he's doing to others or what sacrifices his making to do his goal considered "just". In fact, even if Rowan thinks he's doing "good" or try to "curb" or "counterweight" or "change for good" Da Twins, he's just lying himself and it will not matter because in the end most of the world will have to deal with the consequences of the War of Da Twins, a War that he participated and with a magically weakling world near dying, and he will have responsibility for that too, even if he "heroically" sacrifice himself in the end or he sacrifice his wife and his life too, it would be meaningless. There could be a chance that at the moment he could stop Da Twins it's more than too late for the world, as the background story with more of the introduction of the Fae Plot, that world is fuck anyway.
The thing is... it is an scripted event, for what Rowan will have those status that make him better at lying and be as diplomat as a politician if he can't even convince his wife?... And even in the event with Liurial to have the threesome she must convince her of be better woman than Liurial, who is a fucking elf pal, an elf that could be the great grandmother of the great grandmother of Rowan, with centuries if not millenia of sexual experience (and decades in the better case). Rowan can't offer nothing good for Alexia over Helayna sad state.