Their shared love for the deceased is a strong base for a relationship.
Even if this hero were not killed, it still remained that his family deserved to be taken care of, as far as I know, there are no MIA benefits, only death benefits. Perhaps even a premature declaration of death at least relieved some of the widow's financial burden.
I have no doubt that all concerned would be joyous in the homecoming of their loved one -alive- even if it meant difficult decisions about their private lives.
While "affairs of the heart" and matters of love and affection are far from being my specialized knowledge (just ask my wife), I believe you are correct. History is full of stories of soldiers, cops etc. marrying the wives of fallen comrades. I believe there were at least a couple (and maybe several) firefighters who marred the widows of 9/11 firefighters.