He doesn't, as he cannot be under his vassals, which a Marshal likely is. It's a known annoyance. 
What if he's the marshal himself?
Not to mention that this implies that kings never went to battles if they didn't directly command the forces? Of course he's the guy in charge that gets the final say, but I'm making the (baseless, I admit) assumption that sometimes he was more than happy to let his general/marshal/whatever bark all of the orders. Not all kings were natural leaders, after all.
