I know you are one of the most diplomatic people on this board, so you'll do fine whatever you tell them. I would opt for the honest answer. Don't tell them you're having marriage problems. Just be honest with them. If they're your true friends, they'll understand. Here are a couple options I would consider:
1. Tell them you want to have a little private time with your wife, but would love to holiday with them at another time.
2. Tell them you would love for them to come, but you'll only be able to visit with them in the evening as the daytimes are for you and her Ladyship.
Now that does seem a good option! I'll discuss it with Her Ladyship (She's getting her zzzzzz's at the moment, its almost 11.30 pm) and tell you what she thinks tomorrow.
I wholeheartedly concur with Andi's suggestion, honesty with a little tact always works for me. Who wouldn't be able to understand your craving a little private time with your lovely wife?
We've told them that we want to go back to Madeira for a really heavy activity week, staying up in the mountains away from civilisation. No bars or restaurants unfortunately......
Just a little fib. We will actually stay in Funchal and travel out daily. Here's where we went last time, the groove in the pic is a "levada", you simply follow the water to wherever you want to go. The difficulty is rated 1 - 4, this is a 2.5.