A wedding ring shows that you are wed. Just like an engagement ring shows that your engaged. A wedding is an event, being wed is a change in status. The logic is sound. Confusion only enters the mix, because ‘being wed’ is less common as a phrase than ‘being married’.
You could and it might work, or it might not. Depends on a lot of factors. Thing is, you are still engaging the fey in word games and try to outsmart them in their own games. Being blunt and telling them No, giving clear and unambiguous answers offers less attack ground for them.