A man having three wives and four concubines wasn't counted as anything unusual in the eyes of gods.
Zeus had Hera as his main wife, but he still had many illegitimate children on the outside. Having a wife wasn't considered as an obstruction for that.
As for Odin, he had Frigga but he also had many illegitimate children. How couldn't Odin understand that Zeus intended to rope in Li Yunmu? But if Zeus could truly connect with Li Yunmu by marriage, that would also mean that from then on, Scandinavian God Council and Heavenly Gods Council would eternally remain on friendly terms.
This could be considered as extremely advantageous for Scandinavia!
Thereupon, Odin said with a smile, "I don't have any objections regarding thou's proposal. But I still must respect my goddess' opinion."