I got the same dilemma as you just last week. Got a flat with my kenda klondike. Got a flat due to the studs of the tire. The hole was just where my mr tuffy liner wasn't. So i've decided to go for the marathon plus, should arrive next week.

The marathon plus seems more puncture resistant than the supreme


Personally, i don't mind the extra weight nor the extra rolling resistance which shouldn't be so noticeable compared to the rolling resistance of the kenda klondike which have studs and the puncture resistance help to save some weight by not carrying a repair kit constantly.
It tooks hours for my kenda klondike tires to be completely flat so i had enough time to ride home the few times i got a flat.
Happened to me once with my kenda klondike tires that i didn't have time to ride home, i found out that i was able to ride a few miles with a flat tire without too much trouble nor damage probably because the tire is thick and wide. With a puncture proof liner it should be even easier. (My last flat and only flat with the Mr tuffy liner, i noticed it at home). I bet it will be the same with the marathon plus with even less chances to get a flat.