If it's true, it makes sense from Marlowe's POV; if I wanted to keep a secret but had to tell one of those two, she is the one I'd pick. (She leads a much less public life, so she has fewer people pestering her for things like this.)
That said, she could be lying. SK has a bit of a reputation for having a quietly subversive sense of humor. I can easily see her dangling a juicy little bait-ball like this just to distract an interviewer.
PS: I'm really pleased that TEM is re-joining the regular writing staff next season; I like her work. She said on her Twitter feed that the writers' hiatus ended on May 28th, so they have been back at work for awhile now.