It's illegal because it's selling a woman's body for sex basically. There's also a lot of human trafficking as well. Not all prostitution money actually goes to the prostitutes and instead goes to the pimps or whoever controls the women.
I think the marriage scenario depends. Did they marry willingly? Does the woman actually love him? If he's not abusive in anyway and the woman doesn't mind, I think it would be legal. Why exactly would he be paying her though? Does he want it a ton or...what? Sorry, I'm making this more complicated and in depth than it should be but there are a lot of factors.
There are ways around the prostitution laws. For example, there are rich dudes who provide for women and in return they get sex. It's not a straight out "$100 per hour" real so it's harder to do anything about it. There can be an unspoken agreement between them that he'll pay her rent and she'll sleep with him, and thus technically it is prostitution, but it wouldn't be easy to stop.
And prostitution is illegal almost everywhere, as far as I know. But sometimes it's only illegal to buy sex and not to sell it.
I think prostitution is illegal, because young women are giving away their morals and the government doesn't want that. i know it has something to do with morals..