Some records were created before an event took place, usually in preparation for the event itself. The issuance of a marriage license does not guarantee that the marriage ever took place. The announcement of marriage banns also is not evidence of the actual marriage.
Even a church bulletin announcing my baptism that day in church does not guarantee it took place. It does indicate the event was planned and scheduled for that day. And, in all likelihood, it did take place.
But if one document said something was going to happen and other reliable information indicated that event did not happen, remind yourself that not every event intended to be actually comes to pass.
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One of my great grandfathers had been a widower for a year or two before he announced to the two daughters with whom he lived that he intended to marry a woman who did not have a good reputation in the community and who the daughters detested. They were of the habit of waiting for him to go to sleep at night, then to check his coat pockets for hints about what he was up to. Shortly his announcement, they found a marriage license in one of his pockets… which they promptly burned in the fireplace. He never said anything to them about it, nor did they bring it up in conversation with him. The license shows up on county records, and some online trees show Great Grandpa’s second marriage, even though it never occurred.
Certainly an interesting story and another reminder that unless it’s “returned” the granting of the license only means that there was a granting of the license. It’s not only parents who might not be happy about an intended marriage.