2 things that I can think of right off the top of my head, the second one being a question:
1. The code that they generate could potentially not be 100% compatible with our system. Considering that, you'll still need to mess around with the code in Marketo
2. Ask yourself, what other benefits are you trying to get from VWO? (rhetorical in a sense)
I'd recommend to get a free trial and try it out to see if helps you in any way.