So you have your MR SSID actually broadcasting on your MX too? It's not recommended to combine the wireless on an MX with actual MR's in the same location as they're completely separate things and roaming between them will be an issue. In this case, your MR's air marshal detects the MX as rogue SSID.
However if you do decide to continue down this path, you can whitelist the MX's MAC address in the whitelist in Wireless > Air Marshal.
Might want to make sure that the MAC address you see is indeed the wireless interface's MAC address of the MX first. I'd just change the SSID name on the MX for a few minutes and have a (windows) client execute the following netsh command:
netsh wlan show networks mode=bssid
It'll show all detected SSIDs and the MAC address of the base stations broadcasting them. If you find e2:cb:fc:22:ce:b1 again, you can be sure it's the MX's wireless interface's MAC address.