I have never caught a marked queen in a swarm even when it has supposedly come from my own hive with a supposedly marked queen. I sometimes wonder if the queen gets so pushed and jostled by the bees prior to departure that the mark gets worn off?
I have seen more and more "primary" swarms, be issued with a virgin queen, after the bees killed off the old queen just prior to swarming. I think that old thought of primary swarms always being led by the mated older queen, is not always correct. I see the old queen getting killed off prior to the first swarm being issued. This may explain why a swarm queen "lost" her mark.