Carbon monoxide is colorless, odorless, and tasteless. So, hypothetically, if CO is leaking into the driver-passenger compartment, the marines might not have known. So the question becomes how did it leak in. Was it foul play by some other person(s)? Was it a suicide pact? Did the car body have a leak?
WRT the latter possibility, I've seen the make identified as Lexus, but I've not seen the year mentioned. Reasonably cared for Lexuses can last quite a few years, So, hypothetically, a 10-20 year old Lexus that spent considerable time/mile driving in areas that use salt to decrease snow and ice could have such an exhaust and body leak while the engine still ran OK. For now, not that my opinion matters, I think that the likely scenario.