On a general note, you won't always find marriages or births on the IGI in the SP records, simply because SP only has the established Church of Scotland records. As well as these, the IGI also has some of the dissenter church records indexed.
Despite this, you will in some cases still find a record of a dissenter marriage in the SP records, because the local Church of Scotland minister may have deemed it his duty to record the marriage anyway, despite not being carried out within or by his church. The records for Perth are excellent in this regard, for example, as each entry states which religious denomination was involved - I've even seen a Roman Catholic baptism recorded in the Perth OPR, which if you know anything about Perth's role in the Reformation, is something of a surprise, to say the least!

This Church of Scotland monopoly is due to change soon though on SP, as the Roman Catholic records for Scotland are being digitised and indexed by the GROS, and will be made available online also at the site, along with various death and burial records held by the GROS.
Chris