To put it succinctly, defeat was not an experience with which he had grown familiar. It took a team as vulnerable to the vicissitudes of the scoreboard as Leeds to introduce him to failure on a weekly basis, to suck him into the dark maw of sporting uncertainty. How does it feel, Justin, to go from black to red all of a sudden? To land another southern hemisphere provincial championship and beat the pants off the British and Irish Lions, only to lose to - ahem - London Irish and Saracens?
"I can assure you," he said, "that we're playing some good stuff here. Sure, there are things this franchise" - a trendy description, if not entirely politically correct - "could learn from the way we do things in New Zealand. There again, there are things happening here that are more advanced than anything I was used to back home. The academy set-up is excellent, the close partnership with the rugby league team is invigorating and refreshing. I came here because I felt the balance between my sporting life and my family life would be just about right. I've seen nothing to make me doubt my judgment."
Point taken. All the same, Leeds have conceded eight tries in two matches - Marshall probably went whole seasons without having eight tries put past him - and have yet to register so much as a bonus point. Their next two games may be on home turf at Headingley, where the new recruit has yet to make a competitive appearance, but as tomorrow's visitors are Wasps and next weekend's are Leicester, two of the most accomplished club sides in Europe and not exactly noted for giving suckers an ever break, there is a real possibility of the men from the broad acres being four-zip to the bad by the end of the month.
"To a degree, this game is about confidence as much as anything, and confidence is something a team develops over time," Marshall replied. "It goes without saying that the All Blacks were a successful side, but when we did lose a match, it tended to be a World Cup semi-final or a Bledisloe Cup decider. That told a tale. In recent months, we made things happen for ourselves because we were stronger and more confident in the way we approached our rugby.
"Would the New Zealand of a year ago have come back against a side as tough as South Africa and won a game in the last couple of minutes, as they did in Dunedin last month? I don't think so. That they did what they did at Carisbrook says a lot about their positive state of mind. I believe we can create that state of mind at Leeds."
Born in Mataura, not so much a one-horse town as a one-penguin hamlet, situated as it is a half-hour's drive from Invercargill and a few hours' sailing from the icebergs, Marshall gives the impression of having been around for ever. Yet he is only 32 and remains a model of physical conditioning. He has committed himself to a two-year stint at Headingley, and while there is no suggestion that he will carry on past 2007, there is no hard evidence to the contrary, either. Certainly, he does not consider himself prey to the law of diminishing returns.
"My motive in coming here was the thirst for a new experience, not the search for an easy ride at the end of my career," he explained. "It's not often a player leaves New Zealand as a current All Black, but I'd thought long and hard about my future and I was ready to go. Could I have played on at Test level? Yes, I have no doubt about that. Who are the scrum-halves in New Zealand now? Byron Kelleher, who has had his injury problems, and Piri Weepu, who's done pretty well. Below them? Kids.
"They'll take three half-backs to France for the next World Cup and had I stayed, I'm pretty sure I'd have been one of them. But they won't select me from England, so that's that. The point is, I'm convinced I'll be playing at that kind of level come 2007, which is when my deal ends."
Marshall left his homeland on the kind of high that used to be the sole preserve of the employees of Cape Canaveral, a three-nil blackwash of Sir Clive Woodward's bemused and befuddled Lions being the last hurrah. He played beautifully in front of his local audience in Christchurch in the first Test, and was on the field at the end of the games in Wellington and Auckland. But in truth, the series was a walkover. Was he fulfilled by the events of last June and July? Was his appetite truly sated?
"Yes, totally," he responded. "Look, there are people in the history of New Zealand rugby - real giants, like Jeff Wilson and Jonah Lomu and Buck Shelford - who never got to play a Test against the Lions, and to be a part of it, to be caught up in an atmosphere made special by the rarity of the event, was something for which I'll always be grateful. I suppose we were a little surprised by the Lions' lack of performance; certainly, they must have been a better side than their displays suggested.
"But that tour was a big thing for my country and as New Zealand can be a hostile place when the rugby isn't going well, I for one was well pleased to have those matches sewed up by half time. It made life a whole lot more enjoyable than it might have been."
Even so, real satisfaction comes from winning something that might easily have been lost. In Marshall's case, as for every other All Black who played at the Loftus Versfeld stadium in Pretoria on New Zealand rugby's day of days in 1996, the victory over the Springboks that earned them a first series triumph in South Africa is the one that remains in the very forefront of his mind. Forget the World Cups and Bledisloes and Tri-Nations jamborees; forget the Grand Slam assaults on the great rugby cathedrals of Britain and Ireland. To prevail over the Bokke on their own straw-coloured fields was something that had proved beyond New Zealand in 1928, 1949, 1960, 1970 and 1976. This was the holy grail.
"Quite something, that match" he recalled. "I was the young boy then. I'd just made it into the team and all I wanted to do was play. I don't think I fully understood how much it mattered back then. I had some inkling from talking to the old-timers who were out there watching, and I could see it in the eyes of the senior players when it came to the crunch, but it was only in later years that I got to grips with the full magnitude of the achievement. Mind you, the penny dropped to a degree when they were mauling away on our line in the last seconds of that game, and Sean Fitzpatrick and Michael Jones ended the game flat on their backs in complete exhaustion, mixed with what I can only describe as an elation beyond anything I'd witnessed. I suppose I guessed then that we'd done something out of the ordinary."
Whether Leeds achieve something special as Marshall begins to live up to his name is one of the fascinations of the new season. He has fitted in perfectly - "I'm going to enjoy working with this bloke, I can tell you," said a beaming Phil Davies, the head coach - but he is already disconcerted by the vehemence of the union politics in this country.
"Back in New Zealand, rugby is one big business, run by one set of people," he said. "Here, with the owners in charge of the clubs, it's a completely different story. The thing I don't get is the lack of rest your players have between seasons. I know everyone says they want to play straight away, even after a hard tour, but are they really in a condition to do it? You wouldn't see an All Black anywhere near a field after a four-week off-season, I can tell you. Still, that's not my problem now, is it? I'm here to play when people want me to play, and play with everything I have. As always."