To try and explain it a little better: on the first application, you should have been declared as CL and not accompanying. It wouldn't have given you a visa or anything, but it would have left the door open for sponsorship later on. At that point, declaring that your wife had a CL partner would not have required you to prove much - but you would have been included in the application.
Now - the spousal sponsorship is different. You HAVE to prove that you're CL, as it's the very criteria that define whether you're eligible or not. So yes - you will have to prove CL with lots of different documents etc.
Now - put yourself in CIC's shoes for a bit, and look at the whole picture: your now-wife emigrated a few years ago ( I suppose), getting her PR because she was a dependent to her parents. IF she had declared that she was in a CL relationship, she would not have been able to emigrate that way.
Later on, she decides to sponsor you. CIC will think that she tried to cheat the system (I'm not saying that was her intention, but from CIC's point of view, that's what it looks like) - not declaring you first, so she could emigrate, and then later on trying to sponsor you.
So : you can try and explain your point of view to CIC ( and of course, for your own sake, I hope that they hear your point of view), but I really doubt that you will be successful, even if it might have been an "honest mistake/misunderstanding" at first. CIC won't care. Your wife broke the law, you are excluded from the Family Member Class, and you can't be sponsored most likely. I hope that you can find a way to emigrate on your own to be with your family.
Sweden