Connor is a nice man.
Yes, he's mentally frozen at the age he was when his mother got packed off to the loony bin, and he started out paying Willa for her services — she's not complaining, but it's morally questionable. But he's kind, and handsome, and gentle in bed, and he loves his idiot siblings no matter how much they disrespect him. She even finds his hobbies in lieu of a job amusing.
Compared to some of the clients she's had in the past, Connor Roy is a prince.
So when he wants to marry her, after her initial doubts she throws caution to the wind. How bad can it be? They'll hardly even see each other, once they're married. He wants to be President of the United States. Obviously that won't happen, but he'll find another obsession to keep him occupied. She'll be alone in a gilded cage, rich and secure. She'll never have to worry about money again.
And besides, Connor is nice.