I'm relieved (if a little frustrated!) that others have the same issues, it makes me feel at least it's not just me! :-)
I am running Windows 7 64 bit Intel quad core processor 8Gb RAM if that helps Jim?
Another quick test shows I have exactly the same issues as shooternz and Ann Bens above at 7 & 8 respectively. An audio only or audio/video clip from Bin to SM and I can add markers on the fly perfectly. Audio/video from the timeline to SM works just the same. Audio only from the timeline will not work however.
I tried linking a video clip to my audio clip to see if that would allow me to add markers then unlink and remove the video... but when I opened that in SM the add marker button was greyed out and the keyboard shortcut (M) didn't work either!
Curiouser and curiouser...