MarketPlace themes are not included in the package as they are not StudioPress themes per se.
They are themes created for Genesis by other developers. So you would need to purchase any themes you want from there as per the disclaimer
Welcome to the Genesis Child Theme Marketplace – where developers from around the community sell their work. All of the child themes you find here are built upon the Genesis Framework and are documented and supported by the developers themselves. These themes are not included in the Pro Plus All-Themes package, but we assure you that the design and coding of the themes are top-notch.