Basically yes.
Those neon testers only pass a very tiny current, in fact so small that it isn't considered dangerous. Some current has to flow though before the neon lamp will start to glow. The path current normally flows is from the live (line) voltage, a high value series resistor inside the screwdriver, then one side of the neon lamp. The other side of the neon usually connects to a conductive rivet or a clip at the end of the screwdriver. The current from there has to flow to a lower potential, typically ground, either by body resistance or body capacitance. Marble is a relatively good insulator and so are your shoes, together they are not allowing enough current to flow to make the neon light up.
Brian.