I am making beef broth from marrow bones. It is very light. When I strain should I leave the marrow in?

Light in color? Taste?
Are you thinking of keeping the marrow bones in darken color or add flavor?
Probably too late for this batch.
Unless you make a second batch, including caramelized vegetables and meat bones, to give darker color/more taste, and mix the two batches together.

You should put the marrow on toasted or grilled artisanal bread. ;o)