It just makes a lot of sense why Marcille and Laios would be good friends, really, because Marcille Will Tell You What Is On Her Mind. If she doesn't like something, she throws a tantrum. If she's down to clown, she clowns like a champ. If she has an opinion, she voices it clearly and concisely. Laios knows exactly where Marcille stands in pretty much every topic.
On Marcille's end, she's down to clown more than people give her credit for. Laios said "yo let's play with these bones and rearrange them in funny ways" and Marcille joined right in. Like, yeah, she'll want to bonk his skull in sometimes, but aside from the monster and dungeon fascination, she's pretty much in the same wavelength as Laios when it comes to most things.
Which is cool! Because they could've made them hostile siblings in law but they are besties actually.