They're not allowed to marry out of their RELIGION, and it's an intentional feature. The Ironborn would only take other Ironborn as their "rock wives", while their salt wives, or concubines, would be non-ironborns captured in raids. It'd break very strongly with lore if they could marry anyone who didn't worship the Drowned God.
The Ironborn could be changed to do that my changing their graphical culture I think, though I'm not sure if longships themselves are based on culture or religion.
You're completely wrong, there is multiple examples of Ironborn lords marrying mainlander women.
Having them unable to marry women from the mainland is lore-breaking if anything.