If you’ve located an entry in local marriage records that a license was issued for your ancestor, have you determined if the license was returned? The issuance of a license means only that a license was issued and that a couple was intending to get married.
Usually cancelled licenses are returned and “cancelled” is written somewhere on or near the entry in the record indicating the license was issued. But not always. Sometimes they are just not returned.
Sometimes licenses that are used are not returned by the officiant, even if the marriage took place.