If the Diffys loved the 21st century so much, why didn't they stay, especially considering the relationship between Phil and Keely? The answer lies in the penultimate episode: they came dangerously close to creating a time paradox by interacting with one of their ancestors. Much as they wanted to stay, that incident convinced them that staying wasn't safe.
Actually, it was the new restrictions on time travel that made it impossible for them to stay. The "Because of the Diffy's Law" that Lloyd finds out about when he takes the time machine for a test run in the last episode.
The "Thanks to the Diffies" law was preventing them from returning to the 21st century. It never said anything about them staying, just that once they went to the future they were never allowed to go back to the past.
It's possible that the law was made because of said paradox. Unless Keely messed up that much by knowing.
For Keely and Phil to be Married in the Future, Phil would have had to stay behind in the 21st century. They can't have both just waited for each other through their own respective timelines, because remember, Keely is in the same generation at Phil's great-great-grandfather. To call it a May–December Romance would be an understatement, Keely almost definitely wouldn't even be alive by the time Phil is actually born. So this leaves us with one of three possibilities:
Keely really was married to someone else. (Bummer)
That future never came to be, much like the other possible future with her as a crazy cat-lady. (Also a bummer)
Phil somehow managed to skirt the Diffy law about time travel to go back to the past specifically to marry Keely. (Epic romantic sequel waiting to happen)