User blog comment:B214/Question and Answers 2/@comment-24053170-20140206071418/@comment-1359322-20140206095017

Well if they do marry Issei i don't think Issei and Rias would have any problem for the girls maybe not all but at least those in Rias' peerage to adopt the Gremory name, considering reincarnated servant are also considered as servants of their master's clans.