IIRC, Mary has little to no REAL dirt on her - made her a good candidate for QMII to impose on Fred.
While Mary may not have had anything truly scandalous in her closet, she was ill-qualified for the role for which QM accepted her.
Usually to marry into that level of society, one should be rich (like MC Miller) or accomplished (like Letizia or Rhym of Jordan). If not, and you're just an average person, you should at least be polished, well-mannered, and cultured.
Well, Mary was neither rich nor professionally accomplished so she tried to be polished and cultured. Didn't Henrik lament that Mary wasn't cultured?
So she put on airs creating a story around growing up among the horsey set, being a lawyer, trying to look the part by overspending on designer clothes without any sense of personal style, taking expensive holidays to Swiss resorts and St. Tropez. And her family played along with her sisters making public appearances as if they were royal, and her parents inserting themselves into Danish high society. Trouble is in this age of the internet, we can easily see that Mary's narrative is all fake.
She might have been more endearing if she didn't try to fake everything and just been herself as lacking as she was. Mette-Marit comes to mind as someone who hasn't tried to be someone she isn't.