Not unless it can decode files that the Marantz cannot decode.
By connecting it to the Marantz using an analog connection.
No advantage that I can imagine one way or the other. The Oppo can be a preamp and so can the Marantz. In your shoes I would imagine using the Marantz as the control center would be more convenient. Connect the Oppo via analog connections if you want it to do the digital decoding.
For the most part you should not take audio advice from a dealer. Their goal is to sell you something, not to educate you.