Does my setup need a phono stage?

Your Marantz is designed for home theater, and while including a phono stage is a nice feature, it's probably an afterthought and not very high quality.  I owned an AV8801 and currently have an AV7704 and must admit that I've never even bothered to try the phono section in either.  They might be better than I think, but I doubt it. 

You have a nice turntable and cartridge, nice enough that you should be able to extract more from it by adding a phono stage.  There are a lot of nice choices within your budget.  The Parks Audio Puffin is really nice for $400.  I've heard good things about the Black Cube also, but have not heard one.  Another favorite of mine in your price range is the Musical Surroundings Nova Phonomena.  A quick search showed a used one currently for sale at a reasonable price.  Both the Puffin and Phonomena have a ton of gain settings and both will also work with MC carts if you decide to get one in the future.

At the end of the day, your Marantz may be a weak link in your audio enjoyment.  Consider an upgrade to a separate preamp at some point, something with home theater bypass that will allow you to use the preamp for 2 channel listening and the Marantz for home theater using the same speakers and amp.

Andrew,

A good preamp or linestage is going to have a less negative impact on sound quality than a home theater receiver or processor. There are a lot of electronics packed into your Marantz and it can’t help but degrade some of the signal being fed to it, even in Direct mode.

The way a home theater bypass works is that instead of connecting your amp to your Marantz, you connect it to the preamp. For a preamp that has a home theater bypass feature, you run an interconnect from the bypass outputs on the preamp to the left and right inputs on your processor where you currently have the amp connecting to the processor.

You connect your turntable and any other sources you have (CD player, streamer, etc.) to the preamp. When you’re listening to music, the preamp controls the volume and selects the source. When you want to watch a movie, you engage home theater bypass on the preamp and the signal bypasses the preamp and volume is controlled by the Marantz.

In my case I use a Modwright LS-100. It sounds much better than the Marantz. It has a built in phono stage (which is an add on option), but I use an external phono stage that is even better, a Manley Chinook. You might consider saving up and looking for a preamp with a decent phono stage and home theater bypass and you could kill two birds with one stone.

Having said all that, it looks like the Mac has a phono stage, although after a quick look at the six moons review, it doesn't get high marks.  There's more than one way to skin a cat.  Perhaps a separate two channel amp or two monoblocks and a decent preamp with HTBP would take you further in your quest for better sound quality.  I'm not that familiar with the Mac and am not sure if there's a way you could leverage it better than you currently are.  Maybe someone who owns one could comment on your current setup.

Some integrateds also have HTBP (my Peachtree Nova 300 for example) so if you like the idea of an integrated you could move to one with HTBP and use it much the same as I described above - use the integrated's amp and preamp for 2 channel listening and also drive your main speakers with it for home theater.

It's always nice when you can improve sound quality without having to go buy something new :)