IMO, they should say "yes," if they're allowed to marry and compete at the same time.
Shen & Zhao are very admant they'll leave after this season.
I wish the best for them and hope they can win world title in March.
I think they are smart, it's better to leave before people are tired of you. Zhao was quoted in an interview saying they are already antiques in this sport. There is really no value for them to stick around. They came back from the injury this year and prove themselves they are still the best in the world. This is the happest ending for them - to end their glorious career on a high note.
I've read that they said that they would take at least a year off after this season, but I haven't found an article that definitively says they wouldn't consider a comeback. I imagine they might want to preserve their bodies by not competing and just coaching and doing shows. If they find they still have the skills and desire to compete, they would re-evaluate.
G&G and M&D both re-instated quite successfully for the 94 Olympics; so, it wouldn't be unheard of.