To add to what Danny pointed out, at least in the US, being married has legal significance and bestows upon those in a marriage certain legal rights and responsibilities -- mostly with regard to property, taxes, and employment benefits like health insurance coverage -- that unmarried people do not have.
Some people regard marriage as an act of commitment to another person. So, however marriage is regarded by the church, marriage is also a civil union that has meaning and significance outside of the church. That's why you don't need to get married in a church. And that's why if you get married in a church, you need a marriage license from the state.
"Keep up" -- I like that.
Here, we might say (among other things): "get a clue."