Ambergris is reputedly illegal to possess (or trade) in the United States[1], so depending on the authors' location--which appears to be Pennsylvania--they might not live in an area where they can gain access to it, and certainly not legally so.
The talk page on the Wikipedia entry[2] for ambergris is of interest, particularly regarding the legality, and appears to suggest that the Marine Mammal Protection Act[3] provides precedence even prior to the Endangered Species Act (which prohibits trading parts or products of endangered animals, as I understand it).
I can't speak as to why they'd omit marrow, because I'd imagine most butchers would be willing to part with bones fairly readily (Google suggests this is the case, particularly for some ethnic cuisines). I've never cooked with it nor sought it out, so I can only hazard a guess.
For those unfamiliar with ambergris, it's a waxy secretion from the digestive system of whales that is sometimes found floating in clumps in the ocean: https://en.wikipedia.org/wiki/Ambergris
