Why are Marx Generators built like that?
You could use a parallel arrangement of resistors, but you would need very high voltage resistors, and clearances round them. The main point of a Marx is to get a very high output voltage with modestly rated components.

When the Marx fires, each resistor still only sees the charging voltage. If you used parallel resistors, the ones to the end stage would see the whole output voltage.

Eventually, all stages of the Marx will reach the same voltage. You can improve on the charging time by using inductors instead of resistors. This limits the length of the output pulse, but it's usually fairly short anyway.