Also, how do you interpret Olivia's statement that she "married" him more to please him than herself? Is she merely trying to make herself look less bad, or are we supposed to take her seriously?

Perhaps there will be some further revelations of Mr Thornhill's persuasive powers? ;-} If he could persuade an even moderately sensible girl to walk with her eyes open into his trap, he must have been charming indeed.
It's just as puzzling as the fact that Mr Burchell is up to something, but not doing "it" full force.