Marlin's two piece firing pin is a safety feature of the 336 design.
My 1936 also has the two piece firing pin.
As mentioned, it is there so that the bolt is completley closed before it can fire. I believe that the main reason some change to the one piece firing pin is the cowboy action shooters trying to get that last .01 of a second in the rapid fire shooting.
For me, not a worthwhile trade off for normal shooting.
Phil