Bill marrying Nia is the result of caving to ones own deepest fears.
First off, I love Bill Burr. This is the man that through his stand-up, showed that you can talk about taboo subjects and more importantly that it's not morally wrong to think differently. Seems like simple stuff now but to a 17 year old, watching him start off a special bringing up pedophiles and proceeding to make the crowd actually laugh about it, was inconcievable.
He talks to the crowd in a personal way too. Every so often he'd drop a couple lines about an insecurity within himself, but you'd barely notice since he'd do it so casually and natural. That being said, there's definitely a difference between his podcast and his stand-up. I've listened to it on and off for 3 years and it's great to hear his material before it's distilled and refined.
Now, the thing with Bill is, he has a vast wealth of red-pill thoughts, stories, and perspectives. A lot of his fan base is drawn in by his honesty and more importantly a masculine perspective on things. For example, his views on marriage, divorce, women, feminism, and a wide array of issues that it seems the MSM refuses to cover. More to the point, he's stated time and time again that he would never get married. He knows how awful the divorce laws in the states are, and he knows that marriage is pointless, especially when you're already living with someone.
So why did he do it? Why would he go into something he knows is a raw deal for him? He's seen how men are treated in marriage and divorce. It doesn't make any sense. And this is where a lot of his fans frustrations come from. It's akin to watching a friend of yours spend a decade complaining about Russian roulette but then going ahead and playing it anyways.
It all comes back to his stand-up.
Yes, Bill has stated plenty of times that he hates the idea of marriage, BUT he's also repeatedly expressed his fear of growing old alone. He's brought up several times in his podcasts and his stand-up that it's a big insecurity with him. He mentions in several specials his own awareness that he's in his 40's, not married with no kids and that he feels pressure to "pick a street". There's even a whole bit where he talks about the differences between how men and women argue where he mentions this.
https://www.youtube.com/watch?v=iNSt3wJXZk0
And I think this is what made him finally cave.
Bill's been in a tight spot for a long time. I think his fear of being alone is part of what drives his stand-up and in particular his marriage with Nia. To be fair, I think it's entirely normal to want to be with someone and have that emotional connection when you're in old age. Problem is, that while this is something he feels inward pressure to do, he also has social pressure and the sting of being an outsider to his friends and the people in his life. Imagine what it feels like to be the only guy within your friends to still not have a girlfriend or gotten laid.
Rationally, he knows it's a bad idea. I mean, he could've married Nia a lot earlier, since they'd been together more than 10 years before this. But he didn't. The conflict between rationallity, and the emotional and social insecurities had been taking place for a long time.
Now, long winded posts aside, this is of course just my interpretation. I'm certainly not at his age and maybe when I get there I'll think a little differently. But not only did he get married, he married a feminist. Im not talking about the typical, "womens vote and independance and then dominate me in the bedroom" kind of feminist. She's written (to my knowledge) a couple of articles for Jezebel, one of which explaining her regret/resentment that she stays at home while Bill makes the dough. Nia could easily take another post to explain so I'll leave it there. Bill getting married feels like watching a friend relapse into an addiction, with that level of disappointment. Even though I still love his work and think he's an amazing comedian.
For Bill though, in a battle of wills between his principles and insecurities, the latter finally won.