I see. Well, i guess it should be (like most ancient wisdom) taken with a grain of salt. At least personally i wouldn't know what bad things could come from using them beyond the various pitfalls there is with macro usage in general.
This shows very well with the hatred for goto. At least in C goto is not generally bad. There of course is bad usage of goto but if used right it's sometimes the ideal solution. For example it's pretty obvious in relation to layered cleanup steps in functions where you'd otherwise be replicating portions of the same code over and over again. Goto is easily less error prone, more readable and most efficient there.