Most carnivores use their teeth to crush bones - lions and hyenas both do it. Heck, we buy doggie treats related to marrow and I have watched my own dogs crush bones to get to the marrow.
Marrow is quite accessible to all, including me - omnomnomnomnom.
Except on Thanksgiving, when they argued over who gets the "Pope's nose."
They tend to splinter, leaving sharp spikes that may hurt the dog's intestines.
Beef and pork bones are better since these don't shatter.
Of course, birds have small bones so dogs can conceivably choke on them when uncooked as well, but it's generally not a huge concern. The splintering however, is a result of cooking[1].
[1] https://www.rspcapetinsurance.org.au/pet-care/pet-ownership/...