Well, first of all, I'm not really clear on what exactly you're looking for in an answer from someone. Secondly, it sounds to me like you may have some very deep personal/interpersonal issues that maybe you should seek counseling for...
Yes, marriage, or any serious relationship for that matter, can be more work. But if you love someone, truly and deeply, then that work is worth it to keep things going. Also, I don't believe one should just jump into marriage. As you pointed out, people can pretend to be nice at first. For myself, I have been dating my guy for nearly 6 years. And I'm in no rush to marry, although I do believe I will marry him in the future. I think after a good few years you really know someone, and you've been in enough different situations to know whether or not you could be in a lasting relationship with them, and to have seen their ugly side/s.
I have seen my guy's ugly side, and he has seen mine. And despite those, we are still willing to stay with each other. If we weren't, then I agree that marriage would never be a good idea. That is what dating is about.
As far as rape happening, yes, spousal rape does occur. However, it is more likely for date rape to occur. Or other date-like rape, such as at a party. Some statistics say that about 73% of victims know their assailants. I can't particularly find stats at the moment of rape in marriage for the USA, however it does seem to be much less frequent than other cases.
Then, as far as sex being painful and/or embarrassing, well this is a whole other can of worms. If sex is painful (in all cases except for rape/assault) then there is likely something the partner can do for you to make it more enjoyable. Many women don't find sex enjoyable because they lack the lubrication for the occasion. This can be remedied by better/longer foreplay or by using commercially available lubes such as KY. If that still isn't working, then there may be a medical condition, in which case seeking a doctor's help would be advised.
For sex being embarrassing, there are a myriad of reasons. Many women, especially in Western cultures, have a severely negative self-image. The #1 blame for this is the media at large.... There are also many women who have medical conditions or physical differences in which they are very uncomfortable about. Really, no matter what I say here about how much it doesn't matter if you don't let it matter, it's not going to do anything if it is psychologically deep-rooted in your mind. Again, counseling would be advised here.
I believe most people find marriage and sex (not necessarily in that order) to be a pleasurable and necessary part of life. The human animal thrives on a close connection to another human. Marriage is a natural answer to this need. Not all cultures and societies do it the same way, but they all have some for of a bonding ceremony or ritual in which 2 people are married. I'm not saying everyone must marry, I'm just saying it's a natural part of humanity.
I hope this wasn't too long-winded. It's just that this post caught my attention and I felt the need to answer it as best as I could.