It's perfectly fine to choose "Married Filing Jointly" on the W-4, but if your spouse also works, then you have to follow the instructions in Step 2: "Complete this step if you (1) hold more than one job at a time, or (2) are married filing jointly and your spouse also works. The correct amount of withholding depends on income earned from all of these jobs."

The problem is a lot of employers use an online payroll system that offers a barebones web form to fill out in place of the actual W-4, and don't bother pointing you to the real form for instructional purposes.

Here's the full form with instructions: https://www.irs.gov/pub/irs-pdf/fw4.pdf