Man, the appeal is in the trap. It's not a boring 'will they, won't they' where she can just walk away. She's stuck in a gilded cage, forced to coexist with a man who holds all the power in the outside world but is somehow emotionally captive to her. The tension doesn't come from if he'll let her go, but from watching that power imbalance slowly invert. He can command armies, but a single tear from her can unravel him. He's the one who can't divorce her, but she's the one holding the invisible key to the whole charade.
Think about the inherent push-pull. Every cold command from him is undercut by a secret, desperate need. She might try to leave, provoke him, act out, and his reaction—the slammed door, the growled 'you're not going anywhere'—isn't just dominance. It's a confession. The reader gets to see the cracks in his armor specifically because she's a permanent fixture. She becomes the one person who can safely poke the bear, and that creates this delicious, high-stakes dance.
My favorite moments are the quiet ones that betray the trope's core. He comes home late, smelling of gunpowder and danger, and instead of going to his separate wing, he just stands in the doorway of her room watching her sleep. He can't divorce her because, on some level he won't admit, she's become his only tether to something real. The romance is in the contradiction: the most powerful man in the city is powerless to let her go.