Historical vs Fiction

This week I am proud to say my story The Owl & The Eagle is really moving along. I got a lot of work done (which can be tricky with a full-time job) and the novel is really starting to solidify. The only problem is that a major plot point in the story didn't happen according to Herodotus. It's nothing silly or magical, and ties several people and events together rather well, but I still can't help but feel a twinge of guilt. I mean, if it really happened (Themistocles being shipwrecked on Aegina) you'd think someone somewhere would have reported it. I guess that's why my genre is Historical Fiction, but I still feel like people will frown on it. What say you? If you know Herodotus (or Greek history in general), would you mind a bit of tweeking to history for the sake of a more interesting story?