Here are three reasons:

1. Rhetorical. They _want_ to be _married_.

2. In many places in the world, a "domestic partnership" is not recognized by everyone and requires quite a bit more legal paperwork (and associated fees) than a simple marriage license and filing. (In the US, typically $2000-$20,000+ vs $20).

3. A simple demand for recognition. By being _married_, there is a legal recognition that a "domestic partnership" lacks.