I see this on the IPDB.
We asked Roger Sharpe about the reason for this change. He replies:
Suffice it to say that we did have some limited run of machines featuring a 'blonde Marilyn' — and I don’t know if these were for international only. However, we were informed that there were rights that needed to be secured in order to use Marilyn and the decision was made to just alter the artwork so that the female character was renamed ‘Lola’ for the main production run. If memory serves, and I can’t say with certainty—there might be games that were manufactured with a brunette Lola and then a redheaded Lola.
Does anyone know the real number of machines with Marilyn? I am guessing 200 is false info on Ebay. They must of made quite a few before they got in trouble.