aristocrat ancestors

My grandfather's family, back to the 1700s, all farm people from the same local area: the island Radøy and the adjoining Lindås peninsula. Then in the 1700s a woman, daughter of a captain in the Danish army, marries one of these farmers. Her family are all aristocracy, including people in the Lillienskjold family. My question: is this believable? Source is the genealogy site Geneanet. I ran into another case, in my grandmother's family, where some relatives were claiming to find connections to wealthy landowning families in the Hardanger Fjord area. That one definitely did not pan out. Is an aristocrat going to seek life on a 40-acre farm with 10 cows, 20 sheep, oats and potatoes?