Unless it's a dream job or position in very niche industry, I wouldn't bother continuing employment with the firm based in NZ.
Here are the reasons:
1) You cannot legally work until you get SSN + EAD (after marriage and filing AOS packet)
2) When you have SSN + EAD, is the pay competitive with what US employers offer? Coming from Europe I found salaries are higher in the US for skilled workers on average.
3) Are you ready to deal with tax implications related to working for remote employer in another country?
4) Don't you want to build US work experience to strengthen your employability in the future?
5) What timezone are you going to be working in? Is it worth it?
6) US employers provide medical insurance (very expensive). Are you going to pay it yourself?
Seems like you did a good job and your boss doesn't want to lose you, but sometimes it's just time to move on
When I was leaving to the US on work visa, my boss back in Europe was jokingly asking whether I can take him to the US 😂