There's no mention of 'Mary' in the marge ad (not the one I found anyway), so it doesn't make sense. If he was known as 'Mrs' then I could understand the link.
Mary McGregor was a character in a movie from around the late 60's, 'The Prime of Miss Jean Brodie'. I'm guessing his early coaches/schoolmates would have been aware of it and it might've come from that. Also as previously mentioned a singer from around 1976 when he would have been a young fella playing footy. Again, probably a schoolmates nickname.
Only guessing, but these make more sense to me than the marge ad.