I know many Marines. None of them EVER refer to themselves as "Ex-Marines"! They will quickly and emphatically correct you to tell you they are "Former Marines".
The only "Ex-Marine" that I know of got court martialed and dishonorably discharged for being caught in a lewd and perverse sexual act with another Marine in a barrack. To this day, nobody wants him around them!
Maybe YOU were the other guy!
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