If Memory serves me correctly, I believe once you agree to have sex with Kiyoko and to give her some of your Life Force/Energy/Whatever-you-want-to-call-it then she will automatically consider you as her Consort since she's a High-Ranking Noble close to Royalty and would not be able to justify a sexual relationship with someone below her status otherwise. Keep in mind: A Consort is the title often given to the spouse of a Noble/Royalty. I think it might also have something to do with how Kitsune Rules/Traditions in this game's universe works, though I'm not entirely sure on that since I'm not an expert on the Lore.
If that's the case then why do you get to marry her if you're already considered a "consort"? Granted, I never got that far so maybe the game will explain why but it's just confusing. It's made even more confusing when you consider the fact that the Kitsune don't regard you as one of them so your character will be below her status regardless. Maybe the game will explain later.
It is confusing. But if we were to look at it from a real-life point of view: The Kitsune you can encounter in the Frostwood (The ones you either have to have sex with or fight) are willing to have sex with anyone regardless of who they are or what their race is because they aren't anyone special themselves. But when it comes to Kiyoko, A Noble like her and an Average Joe/Outsider like the Champion having sex would cause for scrutiny and scandal should such information come to light, so Kiyoko would have to count them as her Consort to avoid this. Kiyoko also strikes me as the type who doesn't care for the traditional marriage/wedding and would be willing to forego the traditions should it benefit her. However, If the Champion asks her to marry them, then she wouldn't be opposed to it and would go along with it just to make her consort happy. Plus, She does like it when you sweet-talk her, so there's that. A bit of a Spoiler here (Sorry for that): When the Champion does ask Kiyoko to marry them, She'll pretty much laugh it off and will basically say that as far as she's concerned the two of them are already married. After a bit of what I'll call Sweet-Talking on the Champion's Part, She'll agree to the official marriage.
The wedding is almost entirely for her (and ideally your) enjoyment. Kiyoko loves you regardless, but she's stoked about having a real wedding ceremony instead of "Welp, guess this makes you my consort." Is it NECESSARY? No. But it's very fun and cute. Plus, it's a way to solidify to her that you do love her and that you're not just here because you accidentally became her consort by technicality.
