cutelyaware
"Write Macro as" does not add .macros extension
When saving the macros to a file, the .macros extension is not added if it isn't there already, even when "Files of type" has "Magic cube 4D Macro Definition Files" selected.
It functions at intended, so as to not force an extension the user may not want, but I'll accept it as a bug because of your point that it already purports to know about a particular file type. Note that fixing this may break functionality for existing users with macro files with different extensions and make it impossible to save them with a different extension.
I know that programs like Notepad++ replaces the "Files of type" selector with "save as type", and if you want to save the file as your own format, that you can just select "All types (*.*)", otherwise it will be (e.g.) "Magic cube 4D Macro Definition Files", which would then add the .macros extension (if it's not already there)