the reason they give goes something along that marriage results in sadness or enslavement to the female partially or completely, and even divorce
and that in the latter case, alimony is almost always won by the female, forced on the male to be paid, by the divorce court, and this also includes the loss of child custody and an additional burden of child support if there are children involved
finally, if you're unable to pay them, you end up in prison (or so the MGTOW/MRA communities say)
so they say "Fuck marriage. let's go our own ways" hence MGTOW-Men Going Their Own Way