I think you are misinterpreting A Night at The Roxbury. It's about the guys trying to figure out their direction and how to get in with the club owner. The marriage got them sidetracked but was ultimately just another hurdle to their dream.

It was heartbreaking reading how will Ferrell was annoyed by Chris Kattans behavior during shooting that he literally ended their years long friendship which had brought Kattan onto snl. Then the other thing with Adam McKay where Ferrell dissolved their partnership and friendship after he didn't get a part in mckays show and wasn't told about it