Marcus had already met Kyle Reese and knew that he was a kid in his mid-teens.
When John Connor says;
"You tried to kill my mother, Sarah Connor. You killed my father, Kyle Reese"
Why didn't Marcus look puzzled or say something like,
"Um, how can he be your dad when you're 20 years older than him?"
Unbeknownst to Marcus (AKA Project : Angel) he is in fact a Skynet sleeper agent, psychologically programmed to lure John Connor and other members of the human resistance to their deaths.
According to Terminator Director Joseph "McG" Nichol, Skynet is now fully aware of the fact that Kyle Reese is John Connor's father and since Marcus is a T-700 'Infiltration Prototype' (created specifically for the purpose of luring John Connor into Skynet's clutches) he must have been fully briefed on the paradoxical nature of John's parentage including the fact that he may appear older or younger than his father.
Q: In the earlier movies, Skynet is not aware of Kyle Reese. So, why are they aware of him now?
McG: It’s a function of their recon during the dark period, and a function of their awareness of the events that had happened since Kyle Reese traveled back. By virtue of John Connor being alive, that means Kyle Reese did meet Sarah Connor and impregnate her. That data exists, and was brought into the fold at Skynet.
Although Marcus might only be aware of this on a subconscious level it should come as no surprise to hear John Connor talking about Kyle Reese as his father.
I agree this could be odd, but picture yourself in his place. You are chained, without real hope of escape, and you know that if you say one wrong word, you are going to be destroyed.
I think he just skipped the "odd" in what John said, and just focused on what could save his life.
