Marlene keeps up this act as long as it works. If the Other thinks it has been found out, it will attempt to bargain with the Agents, offering the secrets of the cosmos in exchange for its freedom.
What exactly the Other tells the Agents is up to you. It knows far less about the cosmos than it claims, and whatever it says will be four parts nonsense to one part truth. Make up gibberish names and violations of physics.
Talking to it for an hour or two adds +1 percentile to each Agent’s Unnatural skill at a SAN cost of 1 SAN.
Keeping it imprisoned somewhere for ongoing conversations can be a “Home” pursuit between missions, a version of studying the Unnatural. That grants +1D10 percentiles to Unnatural at a cost of 1 SAN per skill point gained, and it may make the Agent the target of a new Delta Green mission.