Because there's something ellipted - either 'I' or "was", or something else.
"Before I knew it I was in my thirties, married, having a job ..." means:
"Before I knew it, I was in my thirties, was married, was having a job ..." or
"Before I knew it, I was in my thirties, I was married, I was having a job ..."
None of these work. There's a limit to the number of different grammatical structures that you can join with commas. Ideally, they should all be parallel.Even 'had' has problems. "Before I knew it I was in my thirties, married, had a job...". In this sentence "I was" carries over to "married", but only "I" carries over to "had a job".
If you wanted to distribute only "I" over each element, you could write, "Before I knew it, I was in my thirties, was married, had a job ..." This requires "was married", not just "married".
But Ems' "with a job" was also my favourite alternative.