I wouldn't put too much thought into it, Nario's been known for choosing the clones, Lucina, Dr.Mario he even used Dark Pit pre-Buff. Besides I'm sure he chose her just cuz Waifu.
Errrr in what scenarios would Marth have had an easier time killing? I don't think its fair to say that using Marth would have helped him out since for all we know he might have played Marth differently trying to space for tippers or sours and what not and each tiny interaction might have affected the way the games overall played out so we can't really compare the two side by side like that but just for discussions sake and lets say he did play Marth exactly the same way he played Lucina. I'm gonna go through all the potential kill scenarios throughout the matches.
Moves Nairo used before/to kill ZeRo.
First game: Smashville
Stock 1
-94% Near centre stage: Banana > Fsmash > Stock
Stock 2
-104% Ledge: Fthrow > SD > Stock
Second game: Duck Hunt
Stock 1
-97% Centre Stage: Bair (Unspaced)
-111% On lower platform: Uair (Unspaced)
-123% Near upper blastzone: Uair > Stock
Stock 2
-88% Centre Stage: Usmash
Zero at 107% after the hit takes the game.
Third game
Stock 1
-~100% A bunch of down throws
-118% Centre Stage: Up B
-130% Near Right Blast Zone: Dancing Blade (If he faired instead that stock would have been long gone)
aaaanddd thats what lead to Nairo having to kill with Uthrow.
Using Marth would not have helped him much in any of those scenarios. In fact It would have hindered him in taking ZeRo's first stock with the banana setup. There seems to be this running idea that if you use Marth you will have an easier time winning/killing cuz of tippers (not really pointing here). There are perks and cons to using either of them. You'd also have to consider player skill, would Nairo be as adept at landing tippers as an actual Marth main like Mr.E or Leo? idk.
If you didn't win with Lucina switching to Marth isn't gonna magically make you win either (
again not directing this at you just in general from what I've seen floating around)
Now to your question Marth
can land banana > tipper Fsmash but he needs to glide toss it to be able to have enough time to run/ pivot and space a tipper Fsmash. So he can't do stuff like throwing a banana down from the air > tipper fsmash like Nairo did afaik.
Although admittedly its alot easier to just do it with Lucina, its consistent and you have time to charge your Fsmash too. Whether you can consistently land the tipper depends on the Marth.
Nairo was whiffing the fsmashes because he was pre-emptively throwing them out. Marcina Fsmash is frame 10, more than enough time to see which way the opponent is launched from the banana and react accordingly. So it is a true combo and it is consistent.
I don't think it will effect the MU much if at all, I mean to use this setup you would have to be right in Diddy's face and that's not where Marth wants to be vs Diddy.
Besides if the Diddy main isn't better at handling his banana than the opponent he's pretty much guaranteed to have a rough time already