Not to mention, they aren’t even fully British, they are German.
Nothing wrong with that. Besides, every royal family in Europe is interrelated. Royals married foreign royals to forge alliances. So pretty much all the royal families have German, British, Spanish, Italian, Austrian, Greek, Russian, French, etc. blood.
There's a photo of Queen Victoria posing with her extended family, which included the Kaiser and Tsar and many other foreign royals and aristocrats.