] If the game was for every young man and woman to try to marry someone richer, more titled, and better connected than themselves, it seems that in every marriage, one of the two would be getting a bad match from that perspective (as in Mr. Bingley and Mr. Darcy -- they married women of almost no fortune, poor connections, no titles). Wouldn't their then almost always be objections of some sort?

Not necessarily. If Caroline Bingley married Col. Fitzwilliam (perish the thought!) he would get her 20 000 pounds and she would get the honour of being connected to the Fitzwilliam family.

Wentworth gets this a bit too. He has money, but Anne has more pedigree.

You could also just be equal as Anne DeBourge and Darcy are. They both inherit really smashingly.