How do you know:-):-)
They actually include several of what you call macros, a rather silly word to which I prefer the Harmony word "sequence".
The Activities themselves are also what I think you would call "macros", most of them carrying out quite complex series of commands.
The ability to truly customise something is in pages of software that allow you to customise every hard button exactly the way you want it, and when you run out of hard buttons to set up as many virtual buttons on the screen as you need with exactly the same flexibility.

akirby has given concise and accurate replies to some of the other wild criticisms, and has rightly made the point about the contrast between what most people want - which is what Harmonys are intended for - and the elaborate setups that you "CI" people work on and no doubt do need something quite different.