Sure, they could do it. But that’s not their mission. Navy and Marines have different missions and there’s not much sense to dilute them with additional responsibilities. So there is another branch that specializes in this task, with equipment, doctrine and training meant to carry out this specific task. the ships that navy and marines use are not that well suited for this task.
I think just about every country has similar setup. Finland for example has a navy, but they also have coast guard (or rather, maritime branch of the border guards).
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