Simple. It pleases other people (business wise and family wise), is easier to have kids when you're married, and (I am not too sure about this part since I'm not married) is cheaper due to taxes and whatnot.
I'm aware of that, but it's still a violation of the vows. A vow is a solemn promise. Even if the couple get married knowing they'll share each other with multiple partners, it's still deceptive.
Lying is something that is frowned upon by the society, it's even illegal to lie in some situations and you can get sent to jail for it.
I don't think people really realize how dangerous the concept of deception is.