Musical Numbers -- well, the Marx Brothers were a vaudeville act before going to Hollywood -- their first film, the Cocoanuts is effectively their vaudeville show. Vaudeville had singin' and dancing.
Their early work with Paramount is outstanding. after 1933 though, the Hays office set up shop, and the Marx Bors. moved to MGM. The Hays office brought an end to much of the sexuality they had. Paramount's specialization was musicals -- they were convinced that would bring the female element into the theaters; while the Marx Brothers Paramount films always had singing-and-dancing as an integral element, with MGM the wackiness would compete with a turgid love affair between bland young actors and interminable dance numbers.