I also could be wrong. When I move via phone or computer, and check the "make this my active household" button, I get to keep all the money. I've never done it via marriage, so it might be different.
EDIT: I just attempted it. I opened an older file with a single girl, I tried for Chris, but he wasn't home and I didn't feel like going all over town searching, so I settled for Cyclone. I did all the romantic things, and proposed. She had $1,127,570 when she proposed to him. I did the private wedding, moved her into his house and since she was the only one in there, it automatically made the Roomies the active household. Hit Accept, the thing came up asking if this was my new house, I said yes. After the processing, they had $1,146,425, plus I could control all the Roomies!!
EDIT 2: However: For the fun of it, and because I know in this challenge there will be more than 1 person in the house, I chose Blair and took her to see Xander. I did the exact same thing as above, she had $1,146,425 when she proposed, but after I moved them into the Clavell house and chose it as my active household, they only had $10,639. So I guess they don't keep the money!
That's sad, in my opinion.