Hope you don't mind hearing from a new member of this forum, but I too wasn't accepted by my wife's family when we first met. There were a lot of reasons—none of them having anything to do with me btw, mostly stuff like "no one is good enough for my daughter, cousin, sister" type stuff and other childishness).
It's a sad fact of human nature, but most people are quick to judge.
The thing I wanted to say was, once her family got over the fact that we were staying together, everything settled down (took a few years...) I was bothered by it but in order to keep peace and especially not to make the situation more stressful for my wife, I chose not to make a federal case out of it.
I ignored the haters as best as I could and eventually we all became friends (married now 22 years). IMHO, doesn't pay to hold a grudge—you only hurt yourself. In my case, it boiled down to bringing a greater level of maturity than they were able to, and the ability to forgive and forget.