The way the collectibles work in Genshin Impact can be a tad frustrating. Chests are abundant, so there’s really no need to mark them (most of the time), but Oculi are finite, and so are Shrines of Depths. The Oculi are found literally everywhere and are comparable to Korok Seeds from Breath of the Wild in that respect.
Only thing is, it isn’t marked on the map whenever a Shrine or Oculi is found, and that becomes a huge problem later when players have to backtrack in hopes of finding the one they missed out of 200+. So, seriously, Mark Shrines and Oculi as you find them with the Map Pin system.