What you claim at work on the W4 doesn't have to match your actual tax return status. So if they take out more withholding for Single and it is more than the tax due on your return you will get a refund. Wait and see on your tax return next year. You may want to leave the W4 at Single to have more taken out. When you are married your income and tax will be higher.
Your tax return is the only controlling document as to what tax you owe. The W-4 is only used to set your withholding, which is your estimated tax payments.
If you leave your W-4 as single, you will probably have a little extra tax withheld, meaning you would get a larger refund.
You can check your withholding situation here.