Thanks for finding yet another bug/feature that I had missed ;-)
The Marriage Notes are there - they just do not display where you expect to find them. OK - they do not appear where I expect to find them ...
Click the "People" button at the top - click the "Tree" tab - find the husband or wife and click to select - down the bottom - at the right hand side of the "Marriage" - there is a man/woman ICON - click it. It is supposed to show "Marriage facts, notes, and media" - and it does not.
Now click the "Person" tab at the top - and select the Marriage Event under "Shared Facts with ...". On the right hand side you can click a Notes tab - and hey presto - there are the "marriage notes"!
These are apparently "Fact Notes" - as opposed to "Relationship Notes" - which is what is displayed via the other method.
See how obvious that was? Sigh ...
To put this into perspective - in terms of the exported GEDCOM - here is a FAM:
0 @F49@ FAM
1 HUSB @I237@
1 WIFE @I117@
1 CHIL @I215@
2 _FREL Natural
2 _MREL Natural
2 DATE 17 NOV 1895
2 PLAC St Mary, Lambeth
2 NOTE @N34@
2 SOUR @S32@
3 PAGE Dec 1895 Lambeth 1d 767
2 SOUR @S16@
3 PAGE St Mary, Lambeth
1 NOTE @N39@
The "2 NOTE" is the "Fact Note" against the marriage event. The "1 NOTE" is the "Relationship Note". These notes are not the same ...