Better to ask them why we operate two navies, 1 and a half armies, and 2 3/4 air forces.
The fact that you believe they are all just different versions of the 'same thing' tells me you should be asking google, wikipedia, or somebody what those different entities actually *do*. They are each solutions to *different problems*. They each came into being because the other services didn't have, or could not provide, a solution to some new 'problem'.
a) USMC came into existence because the Navy needed soldiers to defend ships, and do amphibious assaults. The Army couldn't do these things, and, understandably, didn't really *want* to.
b) USN Aviation is an extremely specialized form of combat aviation. If you don't see the differences between them, go ask a USAF pilot if he's ever landed a jet on an aircraft carrier. Now guess what dominates the training of USN pilots...
c) USMC Aviation came into being because of the MC's need for extreme/aggressive/close-in air support, since they typically can not rely on heavy artillery support, at least in amphibious assaults. They have historically, and still to a lesser extent today, do things that no other air force will/can do, because helping the grunt on the ground is their only reason for existence.
Go back especially to WWII and look at the operational differences between USMC air groups and USAF air groups. Their formation of 'Air Liaison Parties' to coordinate air support for/with invading troops (and landing with them) was not something the USAAF was doing:
http://en.wikipedia.org/wiki/Direct_Air_Support_Center
Also note that 'b' above applies here too, many USMC combat air groups are also (and need to be) carrier-qualified.
d) USCG != USN. They aren't, and never were, meant to be the same, or even similar. USCG began life as, believe it or not, maritime 'revenue agents', in the Department of *Treasury*, not Defense. Their original job was to catch smugglers. Then they were merged with the 'life-saving service' (which they still excel at) to form the USCG. The USN can't do this, for one thing, the USN has no law-enforcement powers (the USCG is the only military branch that can wield the same authority as a civilian police officer). Also, if you need rescuing from a sinking or sunk ship at sea, the USCG is the better choice, because that is their specialty, and a focus of their training, something that simply does not have the same priority with the USN (and I say that as an ex-USN guy).
On the other hand, the USCG doesn't use any weapons heavier than .50cal MGs & their largest ships are smaller then USN destroyers (and aren't designed for naval combat - their ability to take and survive damage is limited), so if somebody needs their maritime ass kicked, guess who I'm gonna call? You call on the USCG to enforce the law and help save sailors in distress, you call on the USN when a hostile naval force needs an attitude adjustment. See the difference?
e) When you need to drive in a nail, you don't reach for a screwdriver...