One (admittedly rare) counterexample is the late Sir Clement Freud:

"We remain together. I call her 'my first wife' to keep her on her toes."

http://www.telegraph.co.uk/culture/5165998/Sir-Clement-Freud...

They may do if they have multiple wives, right? In which case, from the perspective of the husband, it might not have been a bad night all around which was my (poorly made) point.