In this case there is not a question whether the guy has been shot, just who went first, that is the marshalls decision.As for it beíng the marshall's duty, that is wrong. We can't see everything. It is the player's responsibility to call her/himself out when known to be hit or to call for a paintcheck under the circumstances described above. That's the way the rules are written and rightly so.
Also you can`t expect a marshall to see everything but a mugging needs to be seen and a decision made, if he does go in behind a bunker he loses the initiative, if he has been shot before or its too close and both players are gone you pull the player and wipe the guy he shot afterwards.