First of all, claiming that the Klingons as a species are marginalized is fucking stupid when they control an interstellar empire and conquer the shit out of planets. Literally the only Klingon character who can claim to be marginalized in the TNG+ era is Worf, and that's because he got exiled from his own damn people's society twice for political bullshit. The Federation sure as fuck hasn't marginalized him and if he does show up in Picard S2, I wouldn't be surprised if he was commanding the Enterprise as per the prequel novel.
Second, Picard is privileged as fuck. Throughout the run of TNG and the TNG movies, he's gotten to dictate Federation foreign policy to a ridiculous degree, while being a huge ass hypocrite and doing more to help non-Federation citizens than actual Federation citizens. It's so fucking blatant that both Red Letter Media and SFDebris talk about his absurd flip-flop from obeying orders to relocate Indians due to a peace treaty with the Cardassians (who tortured him and already violated a previous treaty) and disobeying orders to help the Ba'ku.
He got used to being able to make the Federation his bitch with speeches heavy on moral rhetoric and not cold, pragmatic reasoning, and when his approach failed, he walked the fuck out because "pragmatism and competence equals evilthe Federation abandoning its principles," even though the Federation has committed far more egregious violations of its principles in the past. His moral absolutist stance fucked over tons of people, while he sat on his vineyard and sulked over how, in the wake of a war that fucked up a big part of the quadrant and required rebuilding parts of the Federation and the whole Cardassian Union, the Federation has zero reason to bend to his whims in order to save a race and government that has tried to fuck them over several times in the past twenty years.