What is odd is that Namshiel and thus Marcone can use magic. Especially since no other Fallen uses magic unless their host is a wizard.
I think it's a matter of preferences/approach, not limited ability.
We know that it's technically possible for "regular people" to learn magic, but without the Sight it's compared to a blind person learning to paint. With a Fallen's knowledge, that can probably be overcome.
But it's probably a lot quicker/easier to turn into a giant monster Ursiel/Magog style, especially for someone who already knows how to fight.
And Harry calls Namshiel "Master of Sorcery".
His preferences likely make that something he would offer early on (bring it up even if the host doesn't know it's possible) - not so for Ursiel or Magog.