Yes being an Evil Overlord should have its perks. Sure that highborn lady would look good in your bedchamber, and yet… she hates you, find someone less likely to stick a knife in you. Those pesky rebels sure do have a few things going for them… namely the women they have serving ith them. Same goes for the insurgents, terrorists, or simply some merry men.
Just say NO! Don’t try to marry them, Don’t try to bed them… just don’t do it! Besides the possibility that the unwilling lady could stick a knife in your ribs there is the very real possibility of them escaping. Just don’t risk it. A perfect example is the Sheriff of Nottingham. If he had just killed Marion off his life would have been so much simpler. He could have had it all, instead he ended up dead and worst of all to an Evil Overlord he was made to look foolish. You can in most cases survive death as an Evil Overlord, look at all the Part II’s out there in the world :). On the other hand looking foolish forces you to make examples of many loyal minions in order to prove that you are a ruthless malevolent mastermind.
So the moral of the story is just keep the prisoners in the prison, or better yet kill them.