I've only seen this through friends of mine, so bear with me. I believe people become overwhelmed because they are no long'playing house'. After being legally married, they really become responsible for their spouse. They can't just walk away at any time, they must answer for thier comings and goings, etc. The fantasy of married life is wonderful, but unlike what people say, that piece of paper does change things. Maybe not the physical location, but the mindset yes.
ETA: When living together without marriage, there is always an easy 'out'. You no longer like the person, you can just walk away. Sex is bad, just walk away. For a lot of couples, marriage trips the proverbial 'switch' and they realize the enormity of it all. Some, like my husband and I, thrive on it and embrace it. Others may find it far to suffocating, restrictive, and/or demanding and bail via divorce.