From the preface to my edition of the book:
"For a novel addressed by a man to men and woman of full age: which attempts to deal unaffectedly with the fret and fever, derision and disaster, that may press in the wake of the strongest passion know to humanity; to tell, without mincing of words, of a deadly war between flesh and spirit; and to point the tragedy of unfulfilled aims..."
Is in Hardy's own words his aim. He later also says:
"The marriage laws being used in great part as the tragic machinery of the tale, and it general drift on the domestic side tending to show that, in Cicero's words, the civil law should be the enunciation of the law of nature (a statement that requires some qualification, by the way), I have been charged since 1895 [date Jude came out] with a large responsibility in this country for the present 'shop-spoiled' condition of the marriage theme (as a learned writer characterized it the other day). I do not know. My opinion at that time, if I remember rightly, was what it is now, that a marriage should be dissolvable as soon as it becomes a cruelty to either of the parties - being then essentially and morally no marriage - and it seemed a good foundation for the fable of a tragedy..."
Emphasis mine.
Addditionally it seems obvious to me that Arabella practically tricked Jude into marriage, using both his lust and his ideals. This is in some way symbolised by the fake hair he only finds out she has when they are married. Hardy also says she has a "strategy" and she talks to her friends about 'hooking him'.
I can't find the quote now but Hardy also talks about Sue and Jude's non-marriage being far more real than any on paper.
So I think Hardy thought that marriage in itself was not a problem but the laws and rules that surrounded it. He believed in natural marriage more than the marriage that was written down in the Church register.