Selection courses, like Para 'P Company' are designed to produce troops for specific types of operations. Paras are trained as shock troops and expect to be surrounded, as they are meant to be dropped behind enemy lines, although they are used as front line infantry at the moment.
Marines are selected and trained for sea based assaults on ship and shore targets, and some are para trained for special operations as well.
My Para training was pretty stressful and knackering - and the staff tried to get you to drop out - not succeed !
I'm not going to say whether RM selection is tougher than Para Reg, and I've known marines fail the Para P company course, so horses for courses.