Marines have attack bonuses out of transports, although you still have a net penalty, it's better than regular troops, also you can upgrade them in the INF tree, and the Naval tree to be even better (amphibious warfare techs in naval - first pertinent upgrade is a 1940 upgrade) and "Amphibious warfare equipment" in the Infantry tree (I think it's also a 1940 tech, but it may be 1941 too).
As mentioned they also have bonuses in jungles/swamps/river crossings, which makes them *really* nice for defending such areas or if you know you're going to invade India, China, Indochina, Siam, the Congo, or South America at some point, you're definitely going to want a marine component.