His desire to show that he is not selfish and his approval of the "pass first, shoot later" mentality are obviously dissuading him from penetrating. However he did penetrate against the Cavs yesterday, and I thought that he was going to make the basket but he changed his mind (or was already decided) and made a pass to Mikki Moore at the last time. It was a pretty play, and it would be nice to see him do that often.
Also, it could give him his confidence back, because he's still rusty. I've noticed that every time Marbury is wide open in the corner for a three pointer, the ball-handler, who sees him well, never gives him the ball, probably because his shoot is not "safe".
So yes, it would be cool to see Marbury penetrate often, either way to score or to make a nice dish. But he's got plenty of time to readapt physically to the game and to learn the Celtics' systems!