You would be taking a downgrade in terms of damping. The MX has much lower quality dampers and will have noticably less small bump sensitivity and anyone who says otherwise hasn't ridden both. I really don't see any reason to go from an MCR to an MX... if you really want a compairable fork that saves you some weight you need to look at the air version of the Marathon, otherwise I would stick to what you have.
Also, some weights:
Z1 MCR 01: 2022 grams = 4.45774694 pounds
MX Pro ETA 04 (120mm): 1972 grams = 4.34751581 pounds
Marathon S(coil) 105mm 03: 1985 grams = 4.3761759 pounds
Marathon SL(air) 105mm 03: 1743 grams = 3.84265723 pounds
http://weightweenies.starbike.com/listings/components.php?type=suspensionforks
I don't know how much heavier the 120mm 04 Marathons are...
Also, some weights:
Z1 MCR 01: 2022 grams = 4.45774694 pounds
MX Pro ETA 04 (120mm): 1972 grams = 4.34751581 pounds
Marathon S(coil) 105mm 03: 1985 grams = 4.3761759 pounds
Marathon SL(air) 105mm 03: 1743 grams = 3.84265723 pounds
http://weightweenies.starbike.com/listings/components.php?type=suspensionforks
I don't know how much heavier the 120mm 04 Marathons are...