>>527800853
>The Dragonborn is also a thane in most holds

It is just a game mechanic. What makes you think a thane from a different hold would remain faithful to you instead of their own? Moreover, you can't expect them to betray their allegiance to the first jarl without raising doubts: if they violate their promise once, they might do it again. What if your commitments were in conflict? Ulfric would likely prohibit a thane from Solitude or any imperial hold from entering the city

I love my cro-magnon wife!