Well I'm sure Marina wasn't the only one who disliked it. The video and many things about MCHG seemed so out of character for Jay... Almost try hard and gimmicky
It's the rap variant of the wave of people who wanted to emulate Marina's endurance performance art (Shia LeBeouf also did it with a paper bag on his head), Jay Z rapped and reacted to a person or group of people for six hours in an art gallery.
He had a bunch of respected art people in his video (including Marina) to show that it's real art and it's on youtube as a "A Performance Art Film". If you look past that pretentiousness it's cute and seems like a fun time. I'd imagine Marina enjoyed the performance but had a problem with how the video was cut and promoted. They showed her 13 times in the video, way more than anyone else, to really use her to show that she approves and "this is art". So if I had to guess it relates to that and being used for marketing.