I often wondered the same. I understand that "not to bring reproach" you are required to obtain a marriage license where the state says you're not married without a license. However, I remember several weddings where Witnesses were to still "chaperon" the wedding couple until they signed their marriage license so they wouldn't commit fornication.
That is crazy! Those actions state that the spiritual marriage ceremony before God and man has no meaning. Only signing a piece of paper from the government. Not to mention, I had a friend who was disciplined by the body of elders because he was engaged to a woman and then he broke the engagement off. How much more trouble would you get into if you literally just exchanges vows in front of the congregation and then went "Nope! I change my mind," and then not sign the license.