There are strong traditions, but in a constitutional monrchy, at least, the government has the last word. Both the sons of Frederik IX's younger brother Knud lost their titles and their places in the succession for marrying commoners without consent and became counts instead. Presumably their wives became countesses. Whereas the aforementioned Prince Joachim retained his title and his place in the succession despite marrying a commoner with consent. That was undoubtedly the result of the times a-changing and traditions softening. Joachim's marriage was a generation after his cousin and royals marrying commoners is a good deal more common (so to speakI'm just an ignorant "colonial" myself. As I understand it each country and noble lineage has differing, and often confusing, laws, rules, customs and traditions.

Hans