Hen parties may exist, but they would be no more common than Rooster parties where men have a bit of a whinge about their marriage.
It seems that us humans are never truly happy and like to whinge a bit here and there. Big deal I say
Marriage is great. I am married and I feel a stronger commitment and connection with my wife since we got married. I think agreeing to be with someone for the rest of your life is a very special thing to do, and takes a lot more balls to do than to just move in with someone.
Like most things in life, you get out of it what you put into it.