Yes

@toddinmn - Thank you for your reply. Good to know! Is this something you’ve seen done before? Are there any potential complications I might be overlooking? The reason I would ask to leave drywall on the top is that I assume window treatments attach to the top of the frame, but I could be wrong.

Yes, if planned ahead and built/framed to fit the depth of the particular marble pieces available. You don't want the builder to do his standard window framing and then add pieces of marble that block easy access to any future window repairs.