I have a Sony AV-3000 and am thinking of upgrading to a 7000. My Sony has a number of buttons set up now with numerous macros. As an example, I have a master "power on" button where one push of a button on the Sony remote will turn on the TV, change inputs on the TV, turn on the amp to the correct input, turn on the cable box etc.

So in learning mode, can one press of my Sony button send the same commands to the 7000 and will they be learned? Or do I have to start from scratch and do all new macros etc. to get the same one button "Power on" feature.

You need to start from scratch.

I am not clear why I must start over. If the 7000 has a learning mode, why won't it learn a single key press with macros from another remote?

You can only learn one IR code at a time, and store that in a single action.

A macro consists of multiple IR Codes.

That this approach will not work is beside the point. The 7000 takes you to a whole new level of control (compared with your Sony), and you will want to set it up to take advantage of the flexibility it offers.

With the 7000, you will often make many references to a given code from several screens. The easy way to handle this is to set up a "dummy" page containing every learned or copied discrete code of a given device. Your macros and buttons then reference those codes. Using this system, if you change a device, you don't have to change each code reference.

Take a look at the pcf files that are available on Remote Central. You'll find this technique used on nearly all of them.