I tend to think of the "eternal fated hero" as a theme running through Bungie games, rather than an actual plot linkage. After all, there's no Light/Dark cycle in Marathon
(at least, no enterprising story fanatic has yet found one), and there's only one eternally reborn champion--the Marathon Marine himself. There are other immortals--the W'rkncacnter, the Jjaro, a few lucky AIs--but they don't seem to be controlled by fate, and their longevity seems to be due to more conventional means. Further, the Marathon universe seems to be more or less the same as ours--20th-century and earlier events match those of the "real" world/ So I don't really see where the Marathon universe has room to fit in the Mythworld.
However, I think it is possible that the Mythworld is a simulation of sorts running on a computer (or a "dream" of an entity) in the Marathon universe. Saying that the world is a "dream" of a god seems to me to be equivalent to this, and it would explain the similarity in themes; the eternal heroes pop up in the Mythworld because the god/computer who's dreaming/simulating it is thinking of the Marathon Marine. Perhaps there's an infinite chain of worlds, as suggested in "Godel, Escher, Bach," with a Marathon AI "dreaming" or simulating the Mythworld, the W'rkncacnter dreaming the Marathon universe, Jason Jones dreaming the W'rkncacnter, and so on...
--SiliconDream