How so?
If you want to have your own religious (or non-religious) marriage do it, you always could, complying with law, or the “state” is voluntary.
You don’t think that Mormons, and Muslims, and gays, and atheists, and anyone who wants to, have been conducting private marriage ceremonies all along, meaningful to themselves, without caring that the state doesn’t recognize the marriage as legal?
Do whatever you want, if you don’t want to go get a license, or seek legal status, then don’t.
By the way, in some states you can even be legally married without a license, as long as you are Common Law married.
Texas is one of those.