I don't know about some higher performance diesel marine engines -- however, on sailboat engines, I've only had and noticed non-pressurized "recovery" tanks.
The purpose of the cap it to increase the boiling point of the "fresh" (anti-freeze and water) liquid. By pressurizing, you increase the boiling point to (say) 250°F vs. 212°F.
In order to protect the cooling system from excess pressures, the cap will open slightly and release enough fluid to balance the volume of the CLOSED system. AIR is compressible, but fluid (for our discussion purposes, is not). As the coolant system temperature goes down, the pressure is reduced and the tank drains back down into the engine (or is sucked-in).
I believe that there are two advantages to non pressurized system is just simpler and has one less (cap) element to fail; and, it allows the cooling system to operate at a lower pressure level more easily than two pressurized containers might.
The main reason that other vehicles have pressurized systems is that they are less likely to leak (anti-freeze is not healthy for animals -- even the "non-poisonous" kink).
The point is allow for easy expansion WITHIN operating temperature limits. If you really overheat the engine, it can boil-over. In the case of a diesel engine, with it's higher operating pressures, etc. -- you usually will seize the engine up if you grossly exceed the temp limits. It sort of "self corrects" by self destructing. :^))) So often you won't lose all your coolant!