One reason should be that the regular course of action for a wedding was for the curate to perform the rite; Father Crisoforo was a friar; I don't even know well the requirements nowadays for marriage from the church burocratic point of view, but from what I know there's lots of stuff one is supposed to handle before - just think of the many excuses Don Abbondio made up for Renzo the first time, and Renzo's impatience since he was sure thay had already gone through the whole procedure in the previous months.
Barring that - and forgive me for my vagueness but it's been a few years since the last time I read it - I think Cristoforo either said it plainly or just thought that, once Don Rodrigo was set on dividing the two and getting Lucia for himself, a wedding would have solved nothing and, on the contrary, would have made things even worse, since they would have had the local squire hold both a caprice and a grudge against them. The best course in Cristoforo's mind would clearly be to take them out of danger for the present and try to find a quiet solution while things settled at home. Sending them away, though, automatically meant dividing them; all the rest was not just a consequence of this, but a mix of misfortunes connected to war and caresty; after all, this is a historical novel, the main characters' adventures happen amidst history's evolution. When in the end Cristoforo manages to break Lucia's vow the situation is changed and they don't even have anything more in their native place to fear for or from.