I've actually written an article about this at https://www.theanneboleynfiles.com/anne-boleyn-becomes-marquis-of-pembroke/2550/ but the simple answer is that it was to “fit” her for the European stage, in readiness for meeting King Francis I of France. “The Great Matter” was still not resolved and Anne was not yet Henry’s wife and Queen, so she required some status befitting of England’s future Queen. This title was given to Anne in her own right and was the highest title that Henry could give her, being below Duke in rank (and Duke was below the monarch).
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