kuromitsu: see, I'm not convinced that the wedding is the getting taken away. If you think back, I think Cayenne even called it the 絶望的な最悪の合体...(which I remember because of the 合体...he does describe it as a "wedding" too, but calling it a 合体 really made it stand out,
)...and that's, fairly literally, what we just saw. So there's a nontrivial possibility that Mikono's ability might've just tied her to Kagura (which is why I found it so suspicious that there was no time for anyone to talk about their experiences right at the end...she might've been crying tears of happiness because everyone came back and she felt connected to someone, and then, dun-dun-dun, here comes the groom, all dressed in gloom...).
And about that other line, I think you can interpret it in a way that fits with the "Zen is Touma in disguise" theory...essentially Mykage trying to get a rise out of Touma. I might've misheard it or misinterpreted it but fwiw I will say your possibility didn't cross my mind until after you brought it up.