I would go to each device, click on the ON button at the top, then click the record macro button. Now navigate to the macro you created to turn everything on and select that macro button. Then click the save macro button, do this for each device's ON button. Now if you add a component and need to change the ON macro, you only have to change the original macro because every ON button points to the same macro.

The other way I've done it is to click on each ON button under each device, then in the edit and label buttons window, select the device (or MAIN) where you created you system on macro, then under "IR code" select the system on macro. This will create a shortcut to the same macro on each ON button instead of the previous method of a single step macro pointing to the same macro. I use this method on the B&K CK1.2 keypads (essenially an MX-700) so no matter which device is selected, the off always does a room off macro.