There are a few thousand people using the probing and auto zero macros in my 2010 Screenset, and as far as I know, they run the same on everyone's machine's. I think some of what Terry is saying depends on the complexity of the macros, and what specific things the macro is doing.
I haven't run into any issues.
Now, if you're not using the parallel port, then all bets are off. When using motion controllers, probing is handled by the device's plugin, and they don't all work the same.