It’s not necessarily a question about living, it’s about living with yourself. A guilty conscience is never a pleasant companion.
Marian could’ve given up Snow, but then she would have to live knowing that she sent an innocent woman to her death. If Regina had found out Snow’s whereabouts of her own accord and arrested Snow, Marian probably wouldn’t have set out to rescue Snow. However Marian was not going to give up Snow’s whereabouts as that would make Marian directly responsible for what happened to Snow. Also Robin’s whole shtick about “stealing from the rich and give to the poor” was about fighting injustice and those that abused their power, so Marian probably was influenced by Robin.
All magic comes with a price!
Keeper of Felix