I think it's a bug on the XBox. I married someone at a location wedding, and he didn't move in, either. I'm not sure, yet, if it's that I left the party too early, or if location weddings don't work. It was at the Art Gallery, and my spouse-sim tried to leave before it was over, due to tiredness.
I've had private ceremonies work fine, and go straight to the move-in, but that's the first wedding party, and first problem, I've had.