That story just emphasises even more about why she should get an annulment. Her mother was simply mistaken about which character her son was. The two of them didn't even do anything in the first place outside of being slightly nice to each other. Certainly not some full blown romance scandal that only gets further strengthened by the king shooting the fucking guy and sending the princess off to another country to get married. That attempt to cut off the rumours only managed to make the entire scandal turn international.