You ask an interesting question. Generally in the US, people are pretty excited about showing off wedding pictures so this is... unexpected.
Yet people have the right to be private about things; I know that I am! And people also tend to have a hard time adapting to unexpected behaviors as well.
This is a situation where a compromise is a challenge. You don't want to show your wedding pictures, and your co-workers expect that you do want to show them. I suspect that the honest response of "I don't want to show them" is just going to be met with arguments - I know when I engage in non-typical behaviors, it seems like accepting "I don't want to do that" is met with astonishment and not really respected! Yet you also don't want to be badgered again and again.
There are 2 factors in your favor. The first of these is time. Over time, people lose interest and move on. So, yes, right now, they want to see wedding pictures. Over time, though, we see that people eventually move on from that to something else. So... waiting this out will eventually work.
However, you also need something to do while people lose focus/curiousity. And I don't think that being honest, like you were in your response above, is going to work. It'll usually be met with "No! You look great" or "who cares? All brides are beautiful" or something like that.
The second factor is consistency on your behalf. If your response is the same, people will get tired of hearing it. Being honest can work. I have no problem telling people 'No, I won't be able to do that' or 'I'm sorry, that's not possible' when it's true. And here some honesty can also work. Leave the pictures at home and reply with "I don't have them here" - which is true. You don't have them there. If you really want to make a point, adding "I'm a private person and don't want to share wedding pictures" can also be added - but expect some people to try to argue with that. The response there is to just repeat the answer and not explain. Quite often unplanned responses are met with "why?" - but the purpose is generally not to understand; it's to overcome the objection. In this case, your "why" is "Because I'm a very private person and I'm asking that be respected. Thanks!"
Now, this works when in the office. But in these pandemic days, when everyone possible is working from home, it's a little less believable because, well, you're at home where the pictures are.
Nowadays everyone gets electronic pictures, so the old response of "I don't have them scanned yet" or some similar variation doesn't really work any more. However, I think it's safe to assume you haven't uploaded them anywhere public. And that response works as well. "Oh... In all the whirlwind, I haven't uploaded them anywhere public yet. I'll have to do that when I've got time for that." And that day is... never. And you could probably add after a while that "I am a private person and don't care to publicly upload my wedding pictures where I have no control over what happens to them."
The nice thing about working remotely is that you are usually the one controlling the call. It's easy to, if someone gets insistent, say something like, "It's good talking, but I've got a lot to do. Unless you need something work-related, I need to go. I'll talk to you soon!" and hang up. Be pleasant but firm, and the word will come out quickly that you don't have a lot of time to talk about/argue about wedding pictures. I've taken that tactic with people that want to socialize, with whom I have no intention to socialize. I can be gracious but also businesslike so I'm not stepping on toes but also remain in control of my workday.
Tl/dr: Leave the pictures at home and respond with "I don't have them here" or "I haven't uploaded them anywhere public yet". If someone keeps pressing; add "I'm a private person and don't want to show off my wedding pictures" and if someone is still persistent, add "I'm a private person and asking that be respected. Thanks!" Then wait for people to get tired of asking and for them to move on to something else.