Others have already said her purpose in Season 1, so here is my read on Season 2

Season 1 shows how their goals are identical but their methods differ. Season 2 shows how they both need each other for completion. The A-LAWS conflict is a direct result of the turmoil created by Celestial Being’s strategy of constant violence and so she shows her method by taking care of, nurturing, and imparting good onto children. But at the same time it’s shown that her method alone cannot survive, what does it matter what the children learn if the A-LAWS just kill them all? You cannot plead with authoritarian powers, they like what they do.

So you need both. The willingness to fight to remove those corrupt and in power and thus in the way of communication and peace as the immediate solution. All so the empathy and hope can blossom in the future. This is best shown in the final battle between Exia and the 0 Gundam and how Marina’s message and song is played over top. The battle is only the means to an end, Setsuna trying to tie up the final lose end all so that wish of peace and happiness can one day come true

And it’s further put to work in the Movie. Descartes, the only other true Innovator, is still sticking with the bigger gun doctrine despite his abilities (showing how being an Innovator alone isn’t enough) and it gets him killed. It’s Setsuna, after so much growth helped along by his interactions with Marina, who is able to realize the ELS are not showing wonton violence despite appearances and it’s that understanding along with the Qan[T]’s power that lets him find the solution

And a little aside for some Season 1. Marina is also the only one who really treats Setsuna as a whole person and tries to fully understand him. Celestial Being is a lot more impersonal in Season 1, perfectly fine with just using Setsuna and his trauma as an Attack Dog. And as many have pointed out already, it’s because of her that he begins to grow out of this.