UG filters are not very popular in these forums. People who know more about the history of the hobby than I do have posted that it is old tech, and was good before canister, hob, and trickle filters because widely available.
Anyway, UG filters work by using the surface area of the gravel as a home for the good bacteria. The solids that are drawn into the gravel stay there, and break down a bit hopefully. Marbles have much less surface area than gravel, so would not be nearly as affective at supporting the "biological" aspect of filtering. Gravel is better, because the smaller, irregular shapes have more surface area. If you go too small, like sand, it will not allow enough water flow to effectively filter. So, gravel is a good balance, if you are going to go with a UG filter.
UG filters are not all bad, but from what people here post, tanks with them should be totally stripped down and emptied about once per year. Vacuming the gravel only does so much, and they say this total tank breakdown is needed annually to get the muck from under the UG plates. If not, it will continue to decompose, and reduce water quality. Also, buildup around the UG plates can reduce water flow. Also, muck in the gravel can block many of the potential paths for the water through the gravel. This creates stagnant areas in the gravel where the good bacteria cannot thrive, reducing the "biological" filtering capacity over time.
Anyway, this is all just stuff I have read here, I have no first hand knowledge of UG filters.