Of course Marth is going to be hit by pk thunder... that's the main point of a grab. Both forward and up throw pretty much always lead into a single pk thunder 1 hit, which itself leads into additional follow up. These throws also do respectable damage themselves. Ness has a good dash grab. I'm not convinced that down smash out of a grab is actually more scary than what Ness can do out of a grab. He has two throws that give him a positional advantage (forward and up), one throw that kills (back), and one throw that is bad and that he won't be using (down).
Yeah, grabs aren't that hard to land... and that goes both ways.
In the air Marth has little defence against pk thunder, except reaching the ground.
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For something a bit unrelated:
Emblem Lord said:
Give me a scenario where Marth would be forced to dodge PKT and if he did so he would eat PKT2.
I simply can't visualize it.
I should say that this probably only happens at most once per match, not all the time. But let's see if we can visualise it.
What Gaussis said isn't quite the situation that might occur, it would be more like this. Suppose that Marth is coming down from some hit, and Ness jumps up and starts to use pk thunder (it is actually very fast) so that we get to this situation:
Marth is symbolised by "1" and Ness is the "2", and you can also see pk thunder.
After hitting himself with pk thunder, Ness moves too fast through the air to air dodge or counter it on reaction. But you see that the head of pk thunder is about to hit Ness into you, so you air dodge. But pk thunder is so fast that instead of hitting himself, Ness can just adjust the angle and hit himself into where you will be at the end of your air dodge. He can't do this as a reaction to your air dodge, which means it's basically a 50-50 guess whether you will air dodge it successfully. If you do, Ness is most likely safe from any retaliation as he lands on the stage; if you don't, you get hit by an extremely strong move and probably killed.
Ness does this to every character though, not just Marth. I'm only attempting to give a visulisation since you asked.