Granting and revoking military access is mostly a strategically important tool. The reputation hit or bonus are usually too minor to be of much consequence. It's best to check the reasons for requiring military access before granting or refusing it to support the player's best interests. Generally, it's best to grant access to parties in wars outside the sphere of interests of the country or to participants in a war against a major rival (the more they fight, the less powerful they become), and refuse access to aggressive rivals and hostile nations (they hate you anyway, and you want them to be weak).
For example, imagine the following: Country A borders country B, and country B has exclaves inside the territory of A, while A has cores on those very same provinces. Rebellion starts in the exclaves, with the intent to defect to country A. If A grants military access to B, they can crush the rebellion and keep the territory. However, if A refuses, there's no way B can crush the revolt, even if it's very minor, and the provinces will eventually defect to A without war. Refusing land access can also be used to protect minor states that one has appetites in subduing, but are also the target of other countries. In this way, even minors can chip away territory from the major players, if there's a hostile nation sitting in between.
Another use case is to support strategic partners or prevent rivals from participating effectively in a war you are not involved in. Land access is often critical to the success of a campaign, and AI rarely builds massive transport fleets to haul significant number of troops around.
The issues of military access show that it's vital to keep the realm connected by land and optionally by sea without the assistance of a third party. A good example of this situation is Burgundy in 1444: the Burgundy region and the Low Lands are separated, with HRE minors in between. If Burgundy angers them for some reason (but is not at war with them), a third party (e.g. Austria) can attack Burgundy region and lay siege to it without a chance for troops stationed in the Low Countries to participate.
I believe Marrakech is the capital province. It's hard to see in your photo, but I think you will see a crown on top of a pole coming out of the map in that province -- that indicates it is a national capitol.
You would receive that province as part of a full annexation, but you can't just take the capital as if it were any other province.
Best Answer
The only differences in the game are different starting situations for nations caused by different start dates that will give you a historically correct-ish start instead of the more random situation you get by running the simulator.
There is no difference between the four scenarios that start in 1444, both in my experience and supported in the wiki entry for this topic.