It is colorful, humorous phrasing. Literally, either you are married or you are not. You can't be "a little bit married" or "very married." The speaker is making an imaginary distinction. Native speakers understand what is meant. A marriage is a commitment. The speaker is saying that sometimes it is a weaker commitment and sometimes it is a stronger commitment. The speaker demands a very strong commitment. See if reading this series of sentences helps: If I am going to own a pet, I want it to be a dog. If I am going to own a pet, I want it to be an affectionate pet. If I am going to have a wife, I want her to be a faithful wife. If I am going to be married, I want to be very married.

Wahaha! Marriage can mean all things to all people. To you, what is a "loose marriage"? To you, what is a "tightly married" couple? Can you name some of the well-known marriages you know to illustrate the kinds of marriages you know?

It emphasizes the fact that he/she wants to be totally tied to his/her partner,but esencially,it means the same.