I have often thought of this myself. I have never found one but I would have a couple theories. One might be that the swirl inside a marble could be comprised of some other material that may be metalic? Perhaps just enough to trigger a detector. IRON, I believe is commonly used in red pigments. Heated up like in the process of making glass or pottery and ceramics, like pottery glazes and such., Iron, I believe, turns red. Other materials are used for different colors. Cobalt for Blue for example.
" Cobalt - A hard, brittle metallic element, found associated with nickel, silver, lead, copper, and iron ores and resembling nickel and iron in appearance. It is used chiefly for magnetic alloys, high-temperature alloys, and in the form of its salts for blue glass and ceramic pigments."
While it is a metal, I don't know if cobalt is detectable with a detector. I don't know if this would be the case but, like I said, an off the top of the head theory.
The other thought would be that kids loose marbles while playing on the beach or playgrounds etc. They may loose other items at the same time. It might be interesting to find out what kinds of sites people find the marbles in. Like areas around a home where the children would frequently play. You might find a metal items then find another plastic or other non metal item as well. When I am searching on the beach, for example, several times I have hit on something and would take my scoop and scoop some sand. In the scoop will be a plastic toy or something along with a quarter or dime. In that case, it would, I think, come down to luck and one of those things that is cheracteristic of where you search.
A couple examples of the last point. I search a lot of playgrounds. The stuff I find at a public park, varies greatly from what I might find at a school while other things might be common. Common would be change and small childrens jewelry bracelet charms, pins etc. Zipper pulls from childrens jackets and foriegn coins (show and tell

). Different would be that on school playgrounds I find a lot of broken pencils, (metal eraser end) and paper clips and such. On the playgrounds at the public parks, I have found several diecast cars and other assorted toys. The schools play lots don't seem to have as many toys and the parks don't seem to have the school related items like pens, pencils and paper clips. Thus, I would think that marbles are just common when searching certain areas where other detectable items might also be lost.