This has been brought up in the past, check out this thread:

http://forum.square-enix.com/ffxiv/threads/212566-The-Unending-Journey-is-missing-so-many-cutscenes%21?p=2821593&highlight=Wedding+cutscenes#post2821593

and explained quite well by this player:

Quote Originally Posted by Ashkendor View Post
The reason the wedding cutscenes aren't there is because it would just be mysteriously empty aside from your character. The character models are actually placed within the cutscene as they appear when the cutscene plays. If I originally was a bard in a dungeon, but am a scholar when I go back and watch that cutscene, I will appear in it as a scholar. Since nobody else is in the room with you when you play back the cutscene, your character would be getting married to an empty space with no guests in the church.