Look at it this way:
1. Queens which emerge in incubators move quite slowly for the first day or so. This makes it very easy to mark them.
2. Virgin queens can (and do) move between nucs unless prevented from doing so. I have proven this many times. If they weren't marked straight after emergence, you wouldn't know which queen should be in which nuc.
3. Breeders need complete certainty over the ancestry of the queen. If they aren't marked from emergence, you don't know if the queen you're expending all that effort testing, is actually the queen you think it is.
4. The only way to control the mating process is to use instrumental insemination (II) or isolated island mating stations. Instrumentally inseminated queens are prevented from flying to mate so predation doesn't factor into it. It is a condition of placing a queen in an island mating station that she is identifiable (numbered disk and breeding card showing ancestry). So, they must be marked.
I make no distinction between open mated and control mated queens. They are treated exactly the same up to the point that they go into a nuc.