When you bake marshmallows they first begin to puff up and then they begin to brown. Once the browning begins you need to keep a careful eye on them because they will go from perfectly toasted marshmallows to burnt in the blink of an eye.  This is why we use the broiler to toast them up nicely at the end. If you add marshmallows at the beginning of the baking they will puff, brown, and then become very unappetizing by the time the brownies are fully cooked.