Dyon had already made his stance to Luna clear. If she wanted a place in his heart, she already had it by virtue of being the mother of his child. However, if she wanted a place in his family, it wasn't him she had to convince… it was his wives.
He didn't push them one way or the other. In a lot of ways, Dyon felt it was a good thing that Madeleine was asleep now.
If his first wife was awake, she would have immediately accepted Luna. Madeleine was too kindhearted. Though she was sharpening herself for the role of First Empress, she was still lacking, especially in comparison to Amphorae.
This adversity for Luna wasn't something Dyon saw as a bad thing. He didn't want his wives to feel like the had to bend to his will. They were the loves of his life. He refused to betray the love they gave him, even if it was for Alauna's mother.