Arguably the biggest difference is that military units are cheaper, relatively speaking. Most things are tripled when moving from normal speed to marathon, so a settler goes from 100h to 300h. But military units only double in costs, making (landgrabs through) warfare much more profitable. Coupled with units lasting much longer due to three times as many turns (but same movement speed -- not like you can move a unit one third of a tile) means you can go for an early military unit and kill several AIs with them, maybe the entire map.
Especially on Immortal and even Deity, stealing workers is almost gamebreakingly effective. You can start with warriors and steal workers, and probably have them back to improve your capital faster than if you built a worker naturally.
Marathon has been half (?) jokingly called noob-mode, and this is essentially why. Everything is easier. Even Deity becomes manageable for people (like myself) who aren't terribly comfortable with it on normal and epic speed.