It's not unusual in a situation such as this to find out that the marriage was irregular, and that the couple never went through the procedure of going to a Sheriff Court, obtaining a Warrant and then having the local registrar enter their marriage in the Register Book of Marriages.
(One sign that this was the case is variations in the date and place of marriage reported on the successive register entries for the births of children - in other words, the couple had to rely solely on their memories as they didn't have a piece of paper to refer to check the details!)
See the FAQ section here for details.
And don't worry, an irregular marriage was still perfectly legal.
Then again, it might just be an indexing problem ........
David