Well there can still be Marines. An Inquisitorial force isn't, or hopefully shouldn't, be without some form of Astartes backup, right? Especially if its troubles from the Warp they're dealing with. 

Mayhaps it isn't an entire chapter or a company, maybe a small section of men or even a small handful of, like, four or less. Inquisitors are strong, yes, but most are not as strong as the Astartes. 

Either the Marines are player played or NPC,  but whatever the case, these Marines are tough bitches that won't go down without a fight.