I would not worry about this. Your son sounds pretty wise to me – he knows the kind of playmates that he feels happiest playing with, and makes choices based on that knowledge. I remember I liked to hang out with boys in high school, 'cause I liked science, math and technology projects better than hairdos and shopping for clothes.
I find myself wondering whether your, or his teacher's, concern is about the possibility of his play being an early expression of homosexuality. It probably is not, but even if it were, that is not something that your son can help, and making him "man up" and play with the boys would not change that basic orientation. And the marrying thing is normal – my grandson has played like that in his preschool, and we even have one cute picture of him playing the bride. No biggie.
So if you are juggling that worry, I hope you will look closely at its roots, come to terms with it, and love your little guy like crazy simply for being the sweet, imaginative, creative and artistic human being that he is. His enhanced sensitivity might one day lead him to become a great artist, doctor, or psychologist.
And if the teacher keeps commenting about his choice in playmates, you might want to have a conversation with her about what her concerns are. Whatever his orientation, I hope you will protect you son from intimations that he's not "normal," or is in some way "less" than the other boys.
I know quite a few gay guys and women, including some in my religious community. They are just human, have the same hopes and wishes and skills and aspirations and joys and struggles as the rest of us. I have deep respect and appreciation for the gay people I know, in no small part because of the terrible prejudices I know they have had to face and overcome.