Nobody likes being questioned and investigated. Your feelings are the same as for every couple in this situation.
Be assured that the INZ COs are only checking as their regulations say they must. There's no personal issue - you're not at anyone's mercy. What you ARE, though, is obliged to answer all their questions, and think of as many ways as you can (see old threads) to make it easy for them to tick off aspects on their list. Also, when the processing has been running for a while, it is absolutely normal for the CO to ask for more evidence, covering the time the case has been being worked. This is not an extra doubt - it is just making sure that they're not about to issue a visa to someone whose relationship has broken up in the meantime.
If the CO finds that you have not supplied enough proof to enable them to tick off all the required points on their list - and this can happen although someone feels that they have given everything they could, perhaps because it covers a period of time when they hadn't started thinking about the requirements that INZ has for granting a visa - then an application can be declined. It doesn't necessarily mean that INZ don't believe a couple, but it isn't about what they sense, but about what paperwork, photos, etc. have been provided. That same couple can apply again. There is no problem with that. INZ knows perfectly well that life goes on, and changes, so another x months later, the couple, now understanding what is needed, can show them the sort of proof they are able to accept.