The idea certainly makes sense from a role-playing POV, but how would you make the choice to delay starting your own lineage interesting/useful?

Min-max players would probably find an option like that to be clutter unless there were some benefit to sovereign's marrying into other dynasties as opposed to marrying free agents. Maybe if diplomacy ends up being very important no matter what a player's end-game plans are, giving a big diplo bonus for sovereigns marrying into another's lineage would be enough.