That's the point. Marcy basically won the lottery and landed in the best place and managed to get by the best, like some isekai protag.
However, in terms of successes, Anne and Sasha have both had greater victory in Amphibia than Marcy. They started in the worst possible ways but triumphed through it all and comparably reached Marcy's height. It's like if they were playing a three player video game, Anne and Sasha had absurd handicaps, and even still they are catching up to Marcy if not soon to surpass her.
Marcy herself even admits her own issues, same as the ones she had back home, where Anne is better with people and better able to navigate situations. Marcy has a chance for this new fantasy world life, a new start to break away from how her life used to be on Earth, and yet she's still followed by the same problems. Even in this new world and new start, she has trouble making connections with people and can't find social belonging. Imagine how distressing, depressing even that must be, when you've been in Newtopia for months and don't have any friends despite your best efforts, but Anne is there one single day and makes a bunch of friends easily. In their same time, Anne has found her belonging in Amphibia and been accepted and welcomed by the world and people, better than Marcy.
Which one is more "main character" material? Marcy is aware of this, and how much must it hurt when you're not only not the the main character of your own life, but also not even the main character of your own dream come true fantasy life?