Qi. Energy. Life. The substance of what makes us alive and well can be gathered in all portions of our body. For martial and spiritual purposes we want it to gather into the Dan Tian and condense and transform. There are other places it should go as well. The 5 Ying Organs should fill with Qi to ensure their health, muscle sac (fascia) and skin should have Qi to give it strength against attack and illness, and the bones should gather Qi to strengthen the bones and nourish the body deep inside.
Why the marrow? First Qi will follow the blood. The better you can attach this energy to it the better your results will be. Blood is produced and recycled in your marrow. The healthier the blood and marrow the healthier and more rejuvenated you will be! Once the energy reinforces your marrow, its compounding effect toughens your bones, multiplies your ability to collect energy (healthier blood), and will lead to enriched vigor and strength throughout your body.
What this also demonstrates is your ability of moving your energy around. It’s a natural progression in your internal development. One who has truly abundant and lively Qi will have it everywhere and it will express naturally. Now many people will feel their Dan Tian warm or have the ability to move energy to certain locations within their body and feel some sensation. I would say that is the beginning (which is hard in its own right so its well deserved for those who get there!). You must continue your practices, condense and refine your energy; then spread it and expand your capabilities.