Josef Fritzl was one of the great romantic idealists of our time
Imagine being able to tell the girl of your dreams, "I excavated this tunnel system under my house and installed this escape-proof door just so we could be together, baby."
Elisabeth Fritzl must have looked around at her surroundings sometimes and thought, "Wow, he did all this for ME?!" That is true love.
Like I was pointing out earlier, King Koopa understood, you can't just kidnap a princess; you have to also lock her up in your dungeon. The Demon Dragon King in Erotic Torture Chamber understood this as well.
Or as Jim's Blog notes, "Recall that in the legend of Perseus and Andromeda, after Perseus rescues Andromeda from the dragon, he kills her fiancee, abducts her from her family and marries her. He rescues her and firmly takes possession."
These days, incest may be the only chance of ensuring that one's daughter will be deflowered by a man who truly loves her and is committed to her. Locking one's daughter up in a dungeon that one won't be able to ever release her from is a demonstration of commitment.
The only problem is, his will to rule over her became weak, to the point that he eventually did let her out; and that was when all his problems began.