I am not sure whether this is a bug or an intentional behaviour though it causes some incosistency.
If a piece has an appropriate Layer (as in Game Piece Layer Map property) and a Place Marker trait, then the marker won’t stack with the piece. If I set the Layer to the Marker, then it stacks properly. Setting Layer to a Marker may be not that straightforward if a given Piece, on which Marker is placed, has multiple Layers which can be freely changed by the player.
A possible solution I came up with is to add a checkbox “Inherit Layer” to a Place Marker window. When checked, the Marker would, well, inherit the Layer from its parent Piece.