Illegal no as long as she's consenting.
However these days the immigration services are pretty clued up about fake marriages in order to help people get into the UK and a mail order bride like this will fit right into their idea of a sham marriage
Ever met each other before? If no, sham marriage. Can you converse easily in one or other of your mother tongues? If no, sham marriage. Has either member spent time in each other's country before their meeting? No? Then sham marriage.
Mail order brides are viewed by border agencies as purely a way of people trying to get into the country whereas they would otherwise not be let in.