I think that this couple did marry. If you check the 1871 & 1881 censuses, you will find Mary (Jane) Parnell.

It is entirely possible that John and Martha did not marry. Or that one of them married someone else.

It is curious that Martha was baptised as an adult in her ‘maiden’ name. The addition of the note referring to her married name looks to me as if it was not written at the time of the entry.