Well, that was the kind of question, which bothered me too. Not sure if related to NAT (masquarading), but generally I think that you mark your connection just because of it. Then MT tracks the connection for you (correct me, if I am wrong, please
If you can see, your marked packets are just equal to your marked connections, so marking packets does not add anything for you. The thing is, when you look at queue definition, you can add your "packet mark", not "connection mark".
So, my understanding is, that marking connecion is just helper to be able to properly mark packets.
One guy told me, that it would be easier to do shaping without masquarading, and insert one other router in front of your router, doing only masquarading. Can anyone confirm, that NAT is generally complicating our situation here?