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You can file as MFJ even if you got married on the last day of the tax year. Your filing status is determined by your marital status as of the last day of the tax year. When you file as MFJ, there is no requirement for both of you to have income. "How is that possible" - that is the tax law, pure and simple.
You can find the detailed requirements of the tax law in IRS Publication 501, at this link:
<a rel="nofollow" target="_blank" href="https://www.irs.gov/pub/irs-pdf/p501.pdf">https://www.irs.gov/pub/irs-pdf/p501.pdf</a>