Here's the thing that's puzzling me......that border control would mention the visa of your wife.

Please be accurate with your answers to the following questions:-

1. Exactly what visa does your wife have?
2. Did she make application under EU regulations or UK regulations?
3. Did she enter the UK with a UKBA issued Family Permit or did she enter under a UK Spouse Visa? or Fiancee Visa
4. If she has a visa in her passport what is the validity and what is the date of expiry?

Ricardo, if your wife entered under a UKBA issued Fiancee visa then she would need to have gotten married and applied for a spouse visa FLR(M) within the 6 month validity of the Fiancee Visa.
Her FLR(M) visa would be valid for 2 years. Before expiry she would need to apply for either ILR (if eligible) or for a further extension to FLR(M) This MUST be done before visa expiry.

If, on the other hand, she entered UK under a Spouse Visa she would have been given a 27 month visa. After 2 years living here as a spouse she would need to apply for ILR (if eligible) or for a further extension to FLR(M). This MUST be done before visa expiry.

If she entered the UK under a Family Permit as the family member of a EEA national, then she should (ideally but not mandatory) have applied for UK Residence Card.

You'll need to divulge more information so that we can fully understand the background.

As far as I understand it if the EEA spouse (you) becomes a British citizen before the non-EEA spouse has acquired permanent residence (under EU regulations) then it becomes necessary that the EEA spouse retains the EEA citizenship, otherwise the non-EEA spouse is no longer the spouse of an EEA national and would lose their right of residence.
This would entail having to return to Philippines in order to apply for a spouse visa.

So you can see it's very important to focus on the route you wife took to enter UK and the type of visa she has in her passport.

If she's under UK immigration rules she'll need to make visa application to remain BEFORE her current visa expires.
If she's under EU rules as a non-EEA family member and entered UK with a Family Permit then you MUST retain and continue as an EEA national NOT a British Citizen.

Hopefully that makes some sense.