Wood versus marble rolling pin 'performance'
Yes, in my experience it is almost impossible to coat a marble rolling pin with flour. However, like flour many doughs tend to stick less to the very smooth surface, and because a marble rolling pin can stay colder for a longer time than a wooden one, some doughs get much less sticky, e.g. if they contain lots of butter.

If you have problems with dough sticking to your rolling pin, try dusting the dough with a thin layer of flour instead of the rolling pin.