You didn't think the Home Office would leave a little loophole out there so as to not collect its hefty ILR fee, didcha?
It's a huge moneyspinner for them, and one they like to cash in on.
Just for the sake of history (if anyone's interested), about ten years ago, a former HO caseworker active on another forum came up with a method for non-EU/EEA nationals married to British citizens to apply directly for UK citizenship without ever having been granted ILR.
At the time, the rules were written such that you needed to be "free from immigration control" first with x number years of residence before applying for citizenship. This was widely understood to mean to (1) be a Commonwealth citizen with right of abode, (2) a holder of ILR (UK rules) or (3) a holder of PR (EU/EEA rules).
The former caseworker reasoned that if you were out of the UK when you filed the application, you were technically free of immigration control. Based on that advice, quite a few people made the trek to UK diplomatic posts in Dublin or Paris or Brussels to file the paperwork and then came back to the UK for the application to reach the Home Office and their eventual ceremony. All this occurred without anyone applying for ILR first.
This loophole existed for up to a year before the HO caught on and characterised this as actively attempting to frustrate the naturalisation rules. Those who applied, provided they met the other requirements, received their citizenship. But the rules were tightened up so as to absolutely require ILR/PR/Right of Abode first.
Long story short, you need ILR. As someone married to a British citizen, you can then apply for citizenship the moment that ILR is granted, provided you meet all the other requirements. The no-ILR-loophole that sorta existed has now been closed due to (clever) abuse. All of which is a stern lesson from the HO to us that this is why we can't have nice things.
And they thank you kindly for your £2k+.