I have heard this as well and I think I know what it means. I am just guessing though so don't take any of this as fact.
I would assume from the context that it means Philippine women are close with their families, and that Philippine culture places a lot of importance on the closeness of families. So when someone says you marry the family too it's because if you marry a philippine woman you will become close with her family too. they will become a part of your life and that is why you would be marrying them as well.
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