Okay, I'm in the minority at the moment. Here are my reasons.
Ennis is a traditional guy. It's his personality and his upbringing. He'll go for the traditional symbol.
Ellery is more open to different possibilities, but he's also fairly determined to show that he's not really different from so-called normal people. So he sees no reason why his symbols should be different from those of other people. He's trying to live as normal a life as possible under the circumstances. As he noted a few volumes back, as long as he doesn't flaunt his sexual orientation or rub anybody's nose in it, the sheriff has no objection to his private life. A wedding ring on the traditional hand and traditional finger isn't rubbing anybody's nose in it. Casual observers would only assume that he is married. And Ellery might comment, "I AM married."