According to the documentation, "In ProntoEdit devices and macro groups are essentially equal."
But it is impossible to assign actions to the bottom 4 keys of the Pronto for macros.

Is that a bug in ProntoEdit ? Is there any workaround ?

That's by design.

Though didn't someone find that the could move the device to Devices, assign actions to the buttons, then move it back to Macro Groups?

When you say by design, it sounds like Microsoft describing "bugs" as "features".
What was the point of this design ? Can we not push
Philips to change ProntoEdit - after all it seems that it is only a limitation of the editor.

Yes Peter that was me and it works but not 100%. I am aliasing everything to the macro side and the only one I have trouble with is the DTC-100. I have guide and info on the bottom keys and they won't work. I know the codes are not dirty but all my other devices work fine. I just gave up and learned them direct but everything else is fine. :)

Foo: not MS. The original Pronto was not designed to be PC programmable (there was no PE and no cable) eventually Philips decided to make available the tool they used to set them up. So on the original design, they created the device side for learning IR codes and the macro side to do (you guess it Macros). The hard buttons on the macro side are used to "open" a macro (press the hard button and an LCD button at the same time) so that you can view and test macros without needing to go into edit mode.