Wait, I heard that one before...

I don't have a problem with this in principle—I think immigration restrictions in the US are unjustly restrictive. But I think there are many problems in practice. For example:

1. There are legal penalties for immigration marriage fraud, including 5 years in prison and a $250,000 fine.
2. Many EAs advise following the math when trying to improve welfare but caution against breaking any widely held social/moral/legal norms. Lying about the purpose of your marriage would certainly count as one of those norms.
3. While there might not be substantial monetary costs to marrying someone, there are social costs:
   1. Without substantial time getting to know the immigrant you're marrying, you might not be familiar with their personality—they might be abusive or mentally unwell.
   2. You won't be able to marry someone else who's more fitting for you romantically.
   3. People who know you might disapprove of your dishonesty.

You say that this "plainly pencils out as optimal," but you don't provide the penciling. I think a full accounting of this decision would show that's it's probably unwise.