Probably referring to the fact Alice is immortal (or at the very least non-human with a much longer lifespan) whereas Marisa is a regular human and thus will die much sooner than Alice, "leaving her behind".
But in touhou terms, Marisa IS already a magician. Even so, she's not immortal or with a longer life span.
TouhouWiki "Natural" magicians are a subclass of youkai, and inherit this unique ability as being part of the magician race. Human magicians are not born with this special ability, but instead have practiced and trained to master the skill of a magician. However, human magicians must work much harder than natural-born magicians to achieve the same results.
I vaguely recall reading that human magicians could also turn themselves into Youkai. For example, it's speculated that Reimu has been slowly turning into a Youkai as she grows in power, eventually replacing Yakumo.
Theres' a difference between "magicians as an occupation," humans who've learned magic through study, and "magicians as a race" (type of youkai), who have natural magic abilities and long-lived youkai lives. It's in PMiSS.
It has been stated that Alice also used to be a human. I forget which of the Akyu written texts it was but it's also been said that she's rather young as a youkai and still acts as a human because of that.
So there's no reason that Marisa couldn't follow the same route that Alice did.
Please, Marisa...Don't leave me behind...Become a magician
Note: referring to the magician race of youkai (supernatural beings), as opposed to a human who can perform magic
