Solar doesn't win on marginal cost. What are you talking about? The marginal silicon based photovoltaic system has higher $/W than marginal increases in capacity of coal burning plants.
Why sell futures? Can't they sell energy or at least shares of companies they are investing in?
Marginal cost as in the cost of generating X+1 Watts versus X Watts. With coal, you dig for more coal; with solar, you wait for more sunlight. The systems (coal plants, photovoltaic systems) are capital costs.
Then to answer your question, people look to capital costs for the cost of energy. Considering the rate of expansion of energy demand, it is the only number that matters.
Why sell futures? Can't they sell energy or at least shares of companies they are investing in?