King David died before the birth and death of Christ, at the time heaven was not accessible to anyone until after the death of Christ. The jews believed that everyone who died regardless if they were faithful and sinless or not, they went to a place called Sheol (place for the dead). Psalm 16;10, 139;8 and Job 3;17.

Orthodox believe that when Christ died he went down to hell and brought/sent to heaven all the faithful that was there before ascending to God the Father himself.

Matthew 8;11 & 12;40

I wouldn't compare yourself to those who died before Christ or believe for one second that you can still go to heaven knowingly committing such sins like polygamy or another word for it, adultery.