> Why Swordfish (Xiphias gladius), which are very similar to Marlins, do not belong to the same family as Marlin - _Istiophoridae_?
The decision about what we call an order vs a family is very subjective. Someone decided that _Istiophoriformes_ was an order containing the families _Xiphiidae_ and _Istiophoridae_ but someone else could have decided to call _Istiophoriformes_ a family (although the name would have ended in -idae, then) and _Xiphiidae_ and _Istiophoridae_ subfamilies.
> [C]an we say that swordfish and marlins belong to the same clade which includes the two families _Xiphiidae_ and _Istiophoridae_ [?]
Yes, you can. This clade is the order of _Istiophoriformes_. You can hence say that swordfish and marlins are both _Istiophoriformes_. Or if you prefer, you can say that swordfish and marlins both belong to the order of _Istiophoriformes_.