Celegorm wanted Luthien for power.The open-mindedness of the House of Finarfin towards marrying non-Noldor should probably be seen in contrast to the Fëanorean opinion that marrying Vanyar and Teleri is suspect. I would find it difficult to see any of Fëanor's sons marrying an elf in Middle Earth, though Celegorm does at least consider the possibility of marrying Lúthien.
Perhaps Maglor, as he's maybe less of a jerk than the others, but I'm not sure I really see that happening, either. On one level, I can't see any of them marrying post-Oath, so I figured some were married already, but seeing as how Maglor's wife (for instance) hasn't been part of this story yet, it's quite possible to have him marry in Middle Earth and introduce her now. But why wouldn't she just be part of the Host of Fëanoreans?
Why she wouldn’t just be part of the Feanoreans? I think the answer is “why not?” Because Maglor’s wife is someone we know nothing about, she’s unmentioned in the Silmarillion. As John Callen, who played Oin in The Hobbit, said of a thinly-written character: “... you either say, ‘Crikey, we got nothing to work with’ or ‘Crikey, we got carte blanche!’”