In "Macros" window, you will see an button which looks like "Play" button.
When the remote is connected and PLAY button is pressed in the computer, the entire macro will be executed.

This is how I figured out that the remote control is having bugs. Simulation works fine and the same software loaded to remote works different.

I believe firmware is updated in the remote and due to that, even if I go back to an older version of software, the bug still remains.

Hopefully someone takes this issue to URC to get it fixed soon. Looks like only some remotes might be affected. What is your remote. Mine is MX-890.