I was thinking about that question too for sometime too.

Well she knows about it, that's established but the question now becomes whether she heard about the marriage from the kids (after Michael tells them in garden/courtyard thing in sicily), or she learnt about it before. I bring this up because we have no indication of Kay knowing of the marriage before this point, also she even brings it up in a sly way in the manor when she says "And then you got married". This is nothing she ever brought up in the past and really seems like a new point of contention between the two. Like a wife bringing up something a husband did that he was not wholy aware of her knowing about in a way to surprise him.

Furthermore the logic can easily be switched here. If Kay, had still been in contact with the kids all this time, as Michael presumibly was as well, wouldn't she have most likely told the kids of Michael's previous marriage and wouldn't this preclude the need for Michael to tell them as they would most likely ask him to confirm the story?