We are provided with two instances in the story of Marion dressed in black:
First, she wears "a dignified black dinner dress that just faintly suggested mourning." A short time later, when Charlie is speaking to her about his true reason for coming to Paris, Marion plays with "the black stars on her necklace" and frowns.
Marion's black clothing represents her role as Charlie's nemesis in the story. He has come to Paris in the hopes of retrieving his daughter, Honoria, but Marion, his late wife's older sister, has custody of the child. Charlie must convince Marion that he has cleaned up his act, stopped his drinking, and will make a fit parent to his daughter. Marion is the symbolic "black veil" separating him from Honoria.
Her black clothes represent her grim view of Charlie. She is a serious person, still mourning her sister's death, which she holds Charlie responsible for, and the hint of mourning in her black dress is a reminder of the history that stands between them. She does not like or trust Charlie, based on his past, wild behavior.
Marion has never been a carefree person. In this story, she continues to be the dark shadow cast across Charlie's life, not wanting to forget the past. He believes that she wants to cast him in the role of "villain" in her sister's life and her own. However, he wants to cast Marion as the villain in his life, so her black clothes fit the role he has assigned her.