Well, I thought if Marianne got assassinated, that would mean Nunnally would still have been crippled. Unless you wanted to play it where that part of the scenario never came into the occasion. In that case, Lelouch would still be protective of Nunnally (because of what happened to his mother) but he wouldn't need to be constantly wary of letting her do her own thing either. He'd just be regularly communicating with her as far as where she was and monitor.