Why would you marry your companion? Once the expansion releases and new companions get introduced, you'll just end up unable to romance them.
As it stands, you can't leave your companion whether you marry him/her or not. No matter how many times you say "no," the romance will not deactivate.
I sincerely hope any new love interest will get to pummel the living daylights out of any previous clingy brutes I've tried to get rid of.