This subject comes up often and many are quite adamant about it. However, in the twenty years I've been following spouse immigration to the USA, I've never once seen any evidence that filing single when married has any immigration related, or IRS related consequence. Yes, it is not proper, and there's plenty of motivation to amend the return later. But, the topic here is relationship evidence, so the OP needs to just skip the evidence of comingling finances and concentrate on other forms of evidence actually applicable when the couple hasn't lived in the same country together yet.
For what it's worth,.....I.....filed single when married and used the refund to finance my second trip to see my then wife in China. Her interview lasted two minutes, with not a mention of anything financial, not even a mention of the affidavit of support, except to hand it over.