As long as she remains your wife until you get the reciept for AoS, no worries. If she's real nervous about it, have her carry a copy of the marriage Certificate with her, but unless she's trying to apply for some gov't benefit, nobody's going to ask.
You do need to hold on to it though, as she'll need it next time she tries to exit the country (and they'll want to see a copy of it with your impending USCIS filings), and they are a mega pain in the butt to get replaced.