Getting a confirmation e-mail can be important if you're booking through one of the rebate sites (Ebates, Fat Wallet, etc.) since if the rebate doesn't post, the site usually requires you to send them a copy of the confirmation.

Sometimes the confirmation goes into the SPAM/junk folder, but you said you checked and it wasn't there. In such case, I'd suggest calling Marriott and asking them to specifically send you a confirmation (which sometimes looks different from the reservation copy you get if you send it to yourself from the site).