I have been doing some testing, and it appears that doll bags have more difficulty picking up marbles that are spawned closer to you.
Maybe there is a delay before a doll bag is able to pick up the marbles, and if they're too close, then the doll will reach the marble and be unable to pick it up.
I have noticed that if you drop a marble on the floor, a doll bag will not pick it up, whereas if you drop gold or other items, it will pick it up immediately.
My dolls use a detection range of 3000m, there should not be an issue with the item being "out of range".
I will be testing using doll bags with a longer delay before detection, perhaps a 1000ms minimum delay.
Note to those who may not know, pick-up delay can be modified through the autobot files in /data/db/ai/local/.
Edit: These results are with a min wait of 10, and a max wait of 100.