Lady Nanazin of course understood why Alexander bought up her daughter's lineage. If they were truly Ptolomy's, no doubt he would have married all three of the princesses without a second's thought, becoming the king's son in law and a branch of the royal family.
Alexander would have never let the girls marry anyone else even if they wished otherwise- they were politically that precious.
Free will be damned.
However the truth was very different… they were actually of quite low lineage, with basically no family background to speak of.
The father had in all but name disowned them while their mother's family ceased to exist in their minds for more than two decades.
This made it quite difficult for Alexander to justify this 'expense'. His wives would certainly object to such 'wasteful expenditure'.