This is not unusual at all. If he has been kibble fed his whole life the concept of raw is very new to him and his stomach. It takes some getting used to especially as the marrow is very rich. You might want to scoop as much marrow as you can out next time and trim off any excess fat. Also, give it for him to chew in short periods -- start with 20 minutes, then 30, 40, and so on until he can have it for as long as he wants.
I remember the first time my Joker had a marrow bone. He had explosive diarrhea literally an hour after eating it. I learnt my lesson and built up the amount of time he was allowed to chew on it in short periods. Now he can stomach anything raw.