It won't cause a framing effect on your marble - although I'd use Mapei Warm Gray instead of Frost (as I've recommended on your other thread).

There are differing thoughts re: sealing marble tile in a shower. The problem is that many people are having issues due to their marble tiles holding water causing the tile to look like there is discoloration in different spots. The sealer allows water vapor to pass through the marble - however, once it turns back into water, it becomes "trapped" in the stone because it only has the grout lines to evaporate through (vs. the entire face of the tile).