I know it seems unlikely, but is it conceivable that Mary had married someone else, and they had separated but not divorced so she just made out that she was married to Henry and then Robert but never actually did the deed because it would have been bigamy?
How do you know, by the way, that Mary was the one born on 15 June 1872? (Her birth certificate says Ballycreen, which is very close to Anahilt.)