because both partners have to consent to marriage. and you are suggesting that happening at an altar of Molag Bal. see the problem?
it might work if you drag her to the altar and force her to marry you (or vice-versa)
No. Being both vampires, I am quite sure they have their own little vampiric religion. Maybe a cutscene for the marriage part, but the rest is blacked out because the ceremony is degrading

.
"By the name of Molag Bal, I shall dominate my bride."
"In honor of the Prince of Coldharbour, I shall ravage my husband."
=marriage.
See, is that hard? The first vampire ravaged the men before she killed them.