To activate the lovers comfort you must first spend a night at their house.
The script that governs the lovers comfort does not activate if you tell them to go to your house immediately after the marriage.
Crap. Does that mean that I have to go back to the save just before I married my housecarl and choose living in his house (which technically was my house anyway) in order to activate this bonus? Or can I choose the "move to a new house" option, and get it activated that way? If I have to go back, that's a LOT of in game time lost.
I was also wondering if this even works at all if you marry your housecarl. The poor things seem to be very confused after the wedding. Argis lives in our Markarth house as usual, but now he uses more objects there - like the alchemy lab, the cooking pot, and his own bed (sigh). When he talks to my character he alternates between "My Thane" comments and calling her "dear". It's weird. But he will not sleep in the same bed, ever, which is annoying.