I'm a novice at this, but my understanding of a "macro" is where one programs a combination/sequence of key inputs into a single button.

Though the Harmony 880 does not natively support macros, I was able to program my home theater system to switch between 1080i and 480p with a "single" button press--a task that takes a total of 11 button presses to navigate through my Sony DVD player setup menu and select the correct HDMI output resolution.

I was able to complete this task by creating an identical "Watch a DVD" Activity (I later renamed it "1080i Widescreen") and program in the 11 button-press inputs in the customization portion of the Activity. I also made sure that the receiver does not shut off when switching between Activities. Sure, I could do this button combination everytime, but it's nice to have something a little more AUTOMATED. Now, I select the first "Watch a DVD" Activity, then press "Activity", then the "1080i Widescreen" Activity I made. I also created a duplicate Activity called "480p 4:3" which goes through the similar steps to make the DVD player output a 480p signal.

I saw that a few people have already posted on this topic and have made this discovery already, but it's actually not quite as bad when you start using it, though I do agree it would be nice to have stuff like this happen automatically.

... and if you had another learning remote, you could teach that sequence of commands as a single command name, and then map it to a key.

So that would be a non-Harmony brand remote for learning?

Yes, but it's easier with another Harmony. You save a step:
1) Using the Activity Start, create the macro with the Harmony.
2) Teach it to the other remote as a single command.
3) Teach the single command back to the Harmony.