Passengers on Sailing Ships out of Arendal

I cannot find any immigration records for a Norwegian couple that were married probably in New York, or in Norway just before leaving in 1883-1885. The husband was Julius C. Bentzen (1852) and the wife Anne Katrine Nicolaysen (1858). Both were born and raised in Oyestad parish, and were living in Arendal before they left. Julius in 1875 was a styrmand on a bark bound for New Orleans. All three of Katrine's (she didn't use Anne) brothers were seamen and known to have jumped ship in the US in the same time period. Julius' sister was married to a skipper and onboard a bark bound for Rio in 1875. How common was it for sailing ships, cargo ships, to carry wives -- was this a way to transport them to US ca.1885? Would there be records in NY for these kind of passengers? It is possible the couple was travelling with a baby girl named Julenar.