I do not believe Anne could know if Wentworth had married, no real proof he remained single. Only lack of any wedding announcement in the newspaper as Robbin mentioned gave Anne reason to believe he was not yet married.
Anne may have first thought of Frederick when Mrs Croft referred to her married brother as her thoughts never dwelt on the idea of him being attached to another woman.
I think Anne in her thoughts and feelings has lived, and still lives on, her memories of Frederick Wentworth; following his promotion and career in newspapers and Navy Lists. I think over 8 years, Anne has reached only a fragile accomodation to the seperation.
With no evidence to believe him married; Anne's feeling for Frederick endures and may result in some hope he may still care for her.

* If navy officers married abroad; I suppose there may've been an announcement in English newspapers. JA's navy brother Charles was married in Bermuda, according to C. Tomalin.