You're right, there's a little bug here.
During a merge, as you know, with most data you are given the choice of which to keep, e.g. the birth date from profile one or profile two. You make the selection and you can see what will be on the final profile.
Marriage data is stored a little differently, because it involves two people (or during a merge, potentially four people).
If the spouses are different, both spouses and both marriage dates and locations are kept.
However, if the spouse is the same, i.e. profile one and profile two are both married to the same person (possibly because the spouse was already merged) I think it will keep the marriage date and location on the merged-in profile and discard the date and location on the merged-away profile. If the merged-in profile had no date and location, the data is simply lost.
This is unacceptable, I know. It's been on the to-do list to find a fix. We should at least explain it clearly. (But as you can see, that's not easy!)