I would have thought that having to follow a cumbersome legalisation process for their UK marriage certificate would in itself act as a sufficient deterrent to one of them to piggy-back on to the other for immigration purposes in any event. While they are both obtaining separate 1-year retirement extensions, this would not, of course, have been a situation with which they had previously been faced.
In this instance they have IMHO the UK government - rather than its Thai counterpart - to thank pure and simple for acting as the major roadblock to what they might want to achieve on the immigration front locally. In the case of most other nationalities, it would, I think, be simply a case of rocking up to your home country embassy in Bangkok with a copy of your marriage certificate which would then have a suitably-worded stamp plonked on it for immigration purposes!