I used the Demo "SDI Code Editor (Inline)" for this:
1. Type some text into a random line. (Marker appears and is yellow)
2. Save the file. (Marker turns green)
3. Type some more text into the same line. (Marker turns yellow)
4. Save the file. (Marker turns green)
5. Undo the last change. (Bug: Marker disappears)
The file is definitely in a modified state but the Modificaton Line Marks do not designate this.
I'd say the only reason to remove a marker is, if the file hasn't been saved yet and the file represents the original loaded state. Both conditions are not true in this scenario.