His coworker is being inappropriate. He needs to make it clear that he is not going to discuss anything not work related with her.

"My marriage is not a topic I'm going to discuss. Is there anything work related you need to talk about?"

At these work events he can excuse you both from sitting next to her. "Excuse us. We're going to mingle" or "I see John over there. I need to talk to him. Excuse us."