The marks on certain "heros" give direct benefits, alongside adding the "tag" to the scroll. E.g. "Hero, chaos, KHORNE, mortal etc".
On regular units, a mark simply adds a "tag" to the scroll.
Tags are used to determine which units gain certain boosts or benefits through the use of magic, special rules, battle standards or apparently even fighting In certain "realms" e.g. The bloodsecrator (khorne BSB guy) givesv bonuses to any unit with a "Khorne-tag".
Hope this makes sense and helps!