Without saying anything spoiler-ish,
Ed and Al are "sacrifices" that the homunculi intend to use in their main plan. They're not ready to actually do it yet, though, so for now they just need them behave themselves. Marcoh was locked up because they didn't know where he was in the first place, so they knew he could just as easily disappear again. The Elrics, on the other hand, are extremely high profile, and their search to restore their bodies means they're not going away any time soon.
Ling's other bodyguard, Fu, went back to Xing with Maria Ross.
Ling's other bodyguard, Fu, went back to Xing with Maria Ross.