Why, the same reason as the sun rises in the north. It doesn't. "The Girl Without Hands", "Brother and Sister", and all their variants feature a mid-story wedding. So do some variants of of "The Twelve Wild Ducks" and "Diamonds and Toads" -- indeed, more than not. And those are just off the top of my head.
Of course, five seconds after that, I think, hmmm. . . I'm outlining a story with as many fairy tales as I can in it. (Non-top-20 tales. Technically, I've succeeded; the heroine goes to the ball three times like Kate Crackernuts. And even if you compare her to the Persecuted Heroine type, she's more like Cap O'Rushes or Catskin than Cinderella. Doubt many readers can catch that.) Naturally a post-wedding episode is feasible. . . .
So what that takes is setting up the villain in the middle. Traditionally, her mother-in-law can hate her, or sometimes even her sister-in-law, but since I firmly sent off both the hero's brothers and parents to the grave under circumstances that ought to rouse sympathy for the hero (if I write 'em right), that's right out. So the villain has to return so I have to set up the return earlier. Hmm. . . got two choices of villains. . . though they could collaborate.
At least the happy couple has a bit of breathing space, since the traditional point of attack is after the birth of the first baby.