There is no sense in looking back. Alexandra had her very fine qualities and fit into the princess role very well, capably taking on many duties and winning the hearts of the Danes. She had a younger husband who had hoped to start a family. It appears that they had different priorities and eventually the love they initially shared began to dwindle.
The marriage suffered because of these differences and eventually faltered, despite the two beautiful boys they had. By living in Jutland, and having the boys pursue their education and live with their mother in Copenhagen, Joachim no longer had the day to day contact.
He now has a wife who understands all of the byproducts of a divorce, since she experienced them herself. She will hopefully bring a balance to the family and they will indeed become a family, which will most certainly include Nikolai and Felix. This is a better environment than visiting their father on his own in Schackenborg. This is all good - for Joachim, the boys, and any future children that he and Marie will have.