Michael, it is a bit more involved than that. Scripture tells us that we MUST follow the earthly laws that governments legislate. Using your example, polygamy in most countries is not legal and the scripture for mandating us all to follow the law is contained in Romans 13:1-5 (KJV), or for English language clarity use Romans 13:1-5 (NLT). < Please click on these launch links for the texts and compare them. Once you understand what is being said, then perhaps you can answer your own question.
If you ask God for something and do not receive it as you expect it to be provided and go ahead on your own to do what you have already asked God to give, that is very close to unfaithfulness. God works on HIS timetable - not yours. IF it is His will, it will be done. However, if He sees something in your request that you do not realize and that could harm you in some way, then His will may include passing that request by so you are protected. Please give that some thought and have faith in God's decisions.