Armor stand markers are not being saved by structure blocks. Non-marker armor stands are saved normally.

To reproduce:

1.) Summon a marker armor stand with /summon ArmorStand ~ ~ ~ {Marker:1b}

2.) Use a structure block in Save mode with Include Entities set to 'ON' to save an area which includes the armor stand.

3.) Load the created structure file with a structure block or examine the structure file with NBTExplorer to find said armor stand is missing.