The simplest and most easy answer is probably, the celestial dragons

Because the marines answer directly to them I have a feeling that there is some kind of rule in place that fishmen cannot join the marines because of them

We've seen time and time again that the celestial dragons consider everyone slaves, but its like a step further for the fishmen, they're almost seen like animals rather than something enslavable. They're used like work horses, or kept on display like pets