Draining the tofu makes it more susceptible to taking in flavor. I have noticed a difference in the texture when making crispy tofu bites for dipping, for example. That being said, if you’re marinading the tofu to use it in something with sauce, then it’s not a HUGE difference. So it’s totally up to you. Now, about the water in the marinade - that’s meant simply to raise the level of the marinade so the tofu soaks fully. You can skip it entirely if you use a dish that’s wide and shallow enough to contain the tofu in one row, and then you’re diligent about turning it halfway. Because tofu that isn’t properly marinated WILL taste different.