@Kev *********
Kev Giddings you seem not to understand the difference between a visa and a stay permit.
You keep confusing the two whenever you say that you are “on a retirement visa” but actually you are on a “1-year extension of stay permit”.
You do NOT “change the extension based on retirement” to a “marriage visa” . . . . . you only change the REASON the 1-year extension was issued on, from retirement to marriage with a Thai wife.
You actually don’t have to leave Thailand for changing the reason as long as you meet the requirements, but I think Immigration wanted it the "easy" way - obtain a Non-Imm-O family visa first in one of the neighbouring countries, before changing it into a one-year extension of stay inside Thailand