Do proper nouns also take the nominative and dative forms?
I know many Latin names ended with an "us" but not all.
Yes, they do. Some names were in other noun declensions and had different nominative endings. Cicero (third declension) becomes Ciceronis in the genitive and the case endings are applied to the stem Ciceron-.
Why not Marce?
Marce is the vocative and is used when we are talking to Marcus. "Marcus, are you visiting Stephanus?" -> Marce, visitasne Stephanum?.
We use Marcum here instead since he is the one being visited, the person the action is being done to.