We claim Cathy can win if and only if $n \leq 2^{k-1}$.
First, note that each non-empty box always contains a consecutive sequence of labeled marbles. This is true since Cathy is always either removing from or placing in the lowest marble in a box. As a consequence, every move made is reversible.

Next, we prove by induction that Cathy can win if $n=2^{k-1}$. The base case of $n=k=1$ is trivial. Assume a victory can be obtained for $m$ boxes and $2^{m-1}$ marbles. Consider the case of $m+1$ boxes and $2^{m}$ marbles. Cathy can first perform a sequence of moves so that only marbles $2^{m-1}, \ldots, 2^{m}$ are left in the starting box, while keeping one box, say $B$, empty. Now move the marble $2^{m-1}$ to box $B$, then reverse all of the initial moves while treating $B$ as the starting box. At the end of that, we will have marbles $2^{m-1}+1, \ldots, 2^{m}$ in the starting box, marbles $1,2, \ldots, 2^{m-1}$ in box $B$, and $m-1$ empty boxes. By repeating the original sequence of moves on marbles $2^{m-1}+1, \ldots, 2^{m}$, using the $m$ boxes that are not box $B$, we can reach a state where only marble $2^{m}$ remains in the starting box. Therefore
a victory is possible if $n=2^{k-1}$ or smaller.

We now prove by induction that Cathy loses if $n=2^{k-1}+1$. The base case of $n=2$ and $k=1$ is trivial. Assume a victory is impossible for $m$ boxes and $2^{m-1}+1$ marbles. For the sake of contradiction, suppose that victory is possible for $m+1$ boxes and $2^{m}+1$ marbles. In a winning sequence of moves, consider the last time a marble $2^{m-1}+1$ leaves the starting box, call this move $X$. After $X$, there cannot be a time when marbles $1, \ldots, 2^{m-1}+1$ are all in the same box. Otherwise, by reversing these moves after $X$ and deleting marbles greater than $2^{m-1}+1$, it gives us a winning sequence of moves for $2^{m-1}+1$ marbles and $m$ boxes (as the original starting box is not used here), contradicting the inductive hypothesis. Hence starting from $X$, marbles $1$ will never be in the same box as any marbles greater than or equal to $2^{m-1}+1$.

Now delete marbles $2, \ldots, 2^{m-1}$ and consider the winning moves starting from $X$. Marble $1$ would only move from one empty box to another, while blocking other marbles from entering its box. Thus we effectively have a sequence of moves for $2^{m-1}+1$ marbles, while only able to use $m$ boxes. This again contradicts the inductive hypothesis. Therefore, a victory is not possible if $n=2^{k-1}+1$ or greater.