It's probably not what you want, but I've found that
\once \override Score.RehearsalMark #'self-alignment-X = #left
\mark \markup { \box { A } \hspace #1.0 \musicglyph #"scripts.segno" }
is an OK workaround. The downsides are that the segno is printed to the
right of the rehearsal mark (not terrible in my opinion) and that lily
no longer keeps track of the rehearsal symbols for you, so you have to
keep track of them yourself. I'm sure there's a better way, but I'm also
pretty sure you can't use \mark \default in combination with any other
text markup. :-/