The basic answer is that Himmler reformed the SS into the strict "Aryan Knights" ideal that it became, and since he made the rules, he got to break them.

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Essentially, Himmler had a major complex. He'd been assigned to a reserve battalion for service in world war one, but had not seen combat. In the 1930's, this made him stand out somewhat, especially within the growing Nazi Party, as most of it's leadership had seen some form of combat and had a bond as a result. The early Nazi party thrived on disgruntled veterans. Himmler managed to secure his position in the party due to unwavering allegiance to Hitler, and worked as a propagandist until joining the SS.

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The SS, when Himmler joined as an officer, was a very small sub-unit of the SA, which was founded with the purpose of protecting beer hall meetings in Munich during the early years and rapidly became an armed mob with little discipline. Himmler created the idea of the SS as the party elite, forming the "Knights of the Aryan People" concept, drawing heavily on German history to create a corps of elite blonde haired blue eyed symbols that all Germans would look up to as the ideal members of the Aryan race. Men wanted to be them, women wanted to be with them, things like that.

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As a result of his work turning a few hundred strong unit of brutes into a relatively elite, well trained paramilitary force, Himmler acquired for himself a tremendous amount of power, and nobody ever really dared to point out that he himself did not look like an idea Nazi in any way. He was a member of the party elite, along with Gobbels and Hitler himself, and so was basically above reproach from anyone save Hitler. He did good work for Hitler and thus was essentially safe.

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Edit: If you live in the US, there's a very good documentary series on Netflix called "Hitler's circle of evil" that goes into the history of the early party, and I highly recommend it.