: It implies that Durandal took the player with him when he left, which is clearly not the case at the end of the first game.
The simplest explanation is that Durandal's "goodbye" was either a ruse, or he just changed his mind. In an old Jason Jones interview, shortly after Marathon's release, he raised the question of where exactly the player teleports to at the end of Ingue Ferroque. Durandal could have either warped back (or fooled Leela's sensors and remained in the vicinity), then grabbed the security officer as he finishes reading the final terminal.
: Regardless, what I mainly want to know is what happened to the Marathon...
The Marathon 2 final screen mentions Leela being removed from the Marathon in 2794, and that's the last mention I can recall. However, the Story page on Leela mentions how that screen is at odds with other in-game chatter about Leela's fate, so it's hard to tell what to believe. In my headcanon, it remains abandoned in orbit around Tau Ceti, waiting for a nostalgic AI to pay it another visit in a few thousand centuries.
It's interesting story-wise that the first game ends in victory -- the Pfhor attack has fallen apart, the colony was saved by the nine cyborgs -- but at the start of the sequel, you learn your heroism was all for naught: Tau Ceti was obliterated and the Marathon was captured anyway. The "retconning" in Infinity seems like a fitting continuation of this pattern: once again, Durandal is still here after announcing his intention to leave, and once again your victory is twisted into defeat. You even literally undo all of your victories in Marathon 2, according to some interpretations. In the Marathon universe, just as in real life, "happy ending" is all a matter of choosing where to stop telling the story.
