Answer

Good question. It is possible that the ruling applies only vis-à-vis the public, but as far as he himself is concerned it is in fact permitted. Even so, there is room for him to be stringent with himself so that the public will not come to make a mistake and permit such a case.
Indeed, from the Talmud’s question there it sounds like this is the law itself, for otherwise what is the difficulty from a divorcée? Perhaps since he acted with extra restraint and treated her stringently as though she were forbidden, they understood that this is how one must conduct himself toward someone forbidden to him, and therefore they raised the question from a divorcée.
However, in the halakhic decisors this is brought as an established halakhic ruling. And in Beit Shmuel and Be'er Heitev they wrote that if only he knows about the captivity and he knows that she was not defiled, then she is indeed permitted to him. It follows from this that this is really the primary law and not some special personal stringency that he adopted. But the law here exists only because of concern for the conclusions the public might draw, and is not a truly intrinsic prohibition; therefore, if people do not know about it, it is permitted. It still requires further analysis why in Pitchei Teshuvah there he brought the reason that perhaps his eyes are set on her because she is his beloved wife (that is, this would mean it is a special stringency regarding a husband, and in that respect it differs from a woman marrying one of her witnesses). According to this, it should be forbidden even if only he knows about it.