I think they must have complied with it in that there would have been witnesses, it's just that they didn't seem to want to put the extra writing into the register.
Not just Gretna Green - there were a few on the east side too - Lamberton Toll springs to mind. There were many Presbyterians in the north of Northumberland who would hop over the river Tweed and marry in the church of Scotland rather than in their local Parish church. Finding marriages can sometimes be a nightmare.
Christine