Phil is correct, the styling is defined by the style-sheet, which applies to the whole publication, and some publications only use marginal verses numbers e.g. for poetry.
I guess given sufficient demand we could check for someone having defined a style for \vmargin which it should apply to marginal verses, but I predict that if we do that, there will be complaints from users about their styling for \v not getting applied to marginal verses.
Another option is to try to make the code use cat:marginal|v, where there is automatic fall-through to normal \v formatting, but there are still style-editor oddities where the 'is this different to the root style' test gets things wrong, which are even harder to solve user-support issues with.