Just an idea as to who Frances might be, obviously you need to find a record to be sure.
As you said, Nathaniel Wagner is in Lindley, Steuben in 1880, with his mother Lucinda and step father. The marriage to Frances must have been not long after, so maybe they are close by?
What we know about Frances if the info from 1900 was accurate is that she was born in Pennsylvania and her parents were from New York
Well in Lindley in 1880, and indeed on the very same census page as Nathaniel, is a Frances Baker, born Penn and parents born New York. Daughter of Peter + Mary. Her age is transcribed as 13. In fact it says 23. As her parents are 73 and 68 she certainly can't be 13
The Bakers were living in Lindley in 1870 as well. This time Frances is given as 17 years old.
(I think in the 1892 NY census Nathaniel + Frances may appear as Wagoner? Where they are aged 41 and 30 and Jessie, 6. So not sure that these ages are always reliable)
Maybe Steuben could be the place to look for a marriage