I'm personally not "married" in-game, nor do I know anyone who is, but seriously, it's not a big deal, it's a game.
Do you feel like a girl when playing FFX-2? It's just your character. Granted, there is more of YOU in your character in this game then in a one player RPG, but it's still only a character.
I could see people saying it's "sick" or "creepy" if people got too attached for whatever reason (the "it's just a game" argument goes both ways, in this instance).
However, I'm under the impression that most people doing this are only doing it for fun, with friends they've made in-game.