I don't think they fleshed out the "robe system" tbh. There's also unused robes unattainable except through console (or unofficial patch). Like more colors for those court mages and monks, as well as some extra college robes.
As for Marcurio, I like to think he's a graduate.. but that's just my headcanon.
edit: Just to add, I definitely don't think the Vigilants were thought out either. I wouldn't think too much about their robe choice.
I mean, in the vanilla game, they had potential, but they did practically nothing with them... and by the time Dawnguard came out, they just decided to basically kill them off.
And now, if you play a fresh game with DG installed, the Vigilants get wiped out before you even get to do much of anything. At level 8, the Orc already wants to recruit you to the Dawnguard and talks about the Vigilants getting attacked. Your only reply option is "Vigilants? What are you talking about?" lol. This just tells me that they wanted us to forget about them.