No you did it the right way. I lived in Canada for 10 years, my partner is Canadian, and we debated what to do when we moved down from Canada to the US. We got an attorney to help advise us.
It is very much a problem if your partner is deemed to have entered the US under false pretenses. That is, if they enter the US on a tourist visa and then you get married and they apply for a change of status, immigration can look askance at your spouse -- "The original tourist visa was a lie, you always intended to get married and change status, they are now barred from the US for 10 years." It might be faster, but you don't want to run that risk, even if the probability of that happening is low.
It is very much a problem if your partner is deemed to have entered the US under false pretenses. That is, if they enter the US on a tourist visa and then you get married and they apply for a change of status, immigration can look askance at your spouse -- "The original tourist visa was a lie, you always intended to get married and change status, they are now barred from the US for 10 years." It might be faster, but you don't want to run that risk, even if the probability of that happening is low.