Just because you can't find a marriage certificate doesn't mean that the man didn't exist. It may mean that it was a common law marriage or it could mean that they went traveling and got married somewhere besides in the states. I have found a couple of Robert and Elizabeth Wrights. Without dates or locations of your relatives its impossible to say that they are or aren't the ones your looking for.
As you say, its very strange that a woman would open a bar and grill during that time.
Valerie Wixen Thruelsen