Actually, they aren't married. It was even verbalized the first year when Phillip moved out - "We were never married, and the Center probably wouldn't even care." The fact they aren't married was the source of subtext at Clark and Martha's wedding with Elizabeth looking wistfully at the wedding rings and the ceremony.
They could be "common law" married, I suppose, but in any case, with the direct question from Paige - "Are you married?" The truth would have been to explain the situation, but to emphasize the loving part of the relationship and the family. Phillip didn't do that. He jumped immediately to the quick answer, which was a lie.
Which is interesting because every other thing, they are being truthful about, even if it makes them uncomfortable. I suspect the quick lie from Phillip was because he is lying to himself as well. As to being a spy, he will squirm, but he will answer truthfully. About being friends with Stan, he will stumble but say truthfully that yes, they are friends. About being married to the woman he loves, he can't bring himself to say out loud that he isn't really.