It cannot be objected from religious PoV, but the idea somehow was never supported OTL.
It just always struck me as the most reasonable match, I mean, way less ick than Petrushka marrying Elizabeth Petrovna, and a duke (however absolutist and abusive as Anna Leopoldovna's dad was) is far more useful to have as a family connection than some Livonian laundress (Marta Skavronska)