Marlow isn't always our narrator, but he's definitely our main man: we sympathize with him, we assume (or hope) he has a higher moral standard than his colleagues, and we believe that his motivation isn't just greed or ambition. Marlow: he's just like us!
In the end, Marlow's illusion the universe is fundamentally good is wiped away in his final interview with Kurtz's Intended. After her naïve assessment of a situation which she never saw and, Marlow knows, was fundamentally different than she believes, Marlow lies to her. In some ways, this is about Marlow giving up. He realizes that the world is dark and he'd better just go along and lie about it than try to maintain his integrity by standing up to the darkness.
Well, unless you think that him telling his story is a way of maintaining his integrity.