Actually, yes, this is a bad thing to do if you care about your damage at all.
With normal skills, you can press the button when there's only about 20% of the GCD left, it will queue up the action send it to the server, and then as soon as the GCD is up on the server it will immediately execute the action.
However, macros do not let you do this. So what happens with your macros is you need to wait until the GCD is completely up. Then you press the button, and then when the server gets the message it will actually execute the ability. This slows how fast you execute skills in unison.
As a simple test, you can go hit a practice dummy and note how long your TP lasts. Now try just using the skills directly (no macro). You should notice that your TP drops quite a bit faster.
So sure, you can keep it that way, but I wouldn't be surprised if you're losing 15%+ of your potential DPS (and threat).
