Hardy critiques marriage and the way it limits individuals in this novel. Jude, for example, finds himself trapped in a loveless marriage with Arabella, a woman with whom he has no affinity. Sue, likewise, makes a loveless marriage with Phillotson. Both marriages are completely respectable in the eyes of society, though each one is a sham.
The genuine love and affinity Jude and Sue share is not, however, respectable in the eyes of society as long as the two are nor married. The reality of their relationship matters far less than the legal protocol of having a marriage certificate. When Sue's landlady finds out the pregnant Sue, who already has two children with Jude, is not married, she asks the family to leave.
After Father Time kills her two children and himself, Sue returns to and remarries Phillotson. In doing so, she embraces conventionality, not a positive act but a measure of her fear. Fear, not love, tends to drive people into marriage in this novel. Further, Sue's remarriage to Phillotson helps destroy Jude.
Hardy critiques a society that puts too much emphasis on legal marriages, no matter how empty they are, and that condemns a relationship, no matter how authentic, that is not legitimated by a marriage contract.