I don't know about the Roman church, they sometimes get really rigorous on stuff that doesn't appear to need to be.
I'd look at it this way - the Church is the guardian of the mysteries or sacraments, what we understand as means to receive grace. And in the church these things are guaranteed. Marriage is one of them, as is baptism, confession, etc. (Orthodoxy doesn't recognize any limited number unlike Rome). In the Church they are guaranteed, in that sense, but that doesn't suggest that grace is exclusively found in the liturgical practice of the church.
I would say that when a person is married outside the church - if it is a marriage in the traditional sense (what we understand to be sanctioned and blessed by God) - there is grace there. What the grace or mystery of marriage is, in my understanding, is the means to continue in the virtue of chastity. Anyone who participated in this virtue participates in grace, just as a person who practices chastity, humility, justice, or courage outside of the norm of the church do so. Good is always good, and it only has one source.