If half your army is gone then predicting the The Marshal is not so hard , especially if you found say, a Colonel , next to the piece.
A game i played vs Manning2Cruz he wiped out most of my pieces and then did the exact same thing of bringing his Marshal diagonal to my , unmoved , unknown Marshal . He also brought his Spy in to attack the piece . I got the Spy but my Marshal was trapped all the same.
If you have a big lead then guessing at Marshals and being aggressive with the Spy is quite low risk.