What does the reference to the wedding mean?

"Oh rise arise Mary Hamilton
Arise and come with me
There is a wedding in Glasgow town
This night we'll go and see
She put not on her robes of black
Nor her robes of brown
But she put on her robes of white
To ride into Glasgow town
And as she rode into Glasgow town
The city for to see
The bailiff's wife and the provost's wife
Cried Alack and alas for thee"

Why would someone about to be hung go off to see someone's wedding?