It is true that shinobi clans married within their respective clan so that their Kekkei Genkai would remain in the family. But it was around the time when all the nations were at war with each other. Once Hashirama Senju decided to distribute all the tailed beasts among the hidden villages, the majority of attention (of bad people) shifted from obtaining bloodline limit techniques to obtaining/controlling tailed beasts.
Also, in case of interclan marriages, it was not sure that the offspring would awaken his/her Bloodline Limit. It was evident in the case of Tsunade's parents who were half Senju and half Uzumaki because very little is known about them, but it was certain that they were no shinobi.
The concept of not having interclan marriages was high when nations were at war and having a technique unique to only one family/clan meant that their country would have an advantage over the enemy. Like in the case of Kimimaro's Clan. But since it was evident that every offspring couldn't awaken their bloodline limit, interclan marriages were often held.
In the case of the Uchiha, there was never any protocol to marry within Uchiha. Because their Kekkai Genkai was not easy to awaken, even for those who were descendants of great Uchiha shinobi. Even if someone from outside their clan awakened the Sharingan, it would do a great deal of damage to one's body and eventually lead to death (as in Kakashi's case where he was paralyzed for an entire week after using his Mangeky Sharingan to save Gaara. Luckily by the end of Kaguya's Arc Obito helped him control his Sharingan but it drained out his stamina quickly).