I am a Cpl in the USMC and I am preparing to marry a LCpl.?

I was told today that my SgtMaj found out about it and said he will NJP both me and my fiancee if we go through with it. We are in the same unit but she works in a different shop than me. We are both stationed in Okinawa, Japan. While I am aware that the command can not legally do anything to prevent a marriage, I was wondering if the action of our SgtMaj would be legally justified. Please list your sources, and MCO if possible.