Pretty much every Warrior cooldown has a specific use, and you always want the ability to use them individually. Whilst in practise a Vengeance is generally always 100% better than, say, Foresight, sometimes you need to save Vengeance for a specific point in a fight to survive a really big hit. Thus you might want access to Foresight just to reduce a little damage before this point and save Vengeance. So don't be tempted to put Foresight in a priority macro that only uses it if Vengeance is off cooldown as some (bad) tanks do, sometimes you need access to weaker cooldowns.

Of course, every cooldown has slightly different uses too - Convalescence is great as a survivability cooldown if you're taking huge amounts of constant damage as it'll massively boost you being spam healed, but does absolutely nothing to reduce the damage of a single big tankbuster hit that might one-shot you. Likewise Thrill of Battle bolsters your maximum health and provides a small heal, but this is either an emergency heal or used to give a cushion for a single hit - it's pretty worthless as a cooldown when aoe tanking loads of hard hitting mobs for a while. You really do need access to be able to hit all of them individually, as much as this might ruin your hotbars.

In addition, macros are less responsive than raw skills because they dont queue up - you can press a skill "too early" and it'll just wait for the animation of the previous skill to finish and then fire it off as soon as it can. However, if it's in a macro and you press it too early, it will simply do nothing. It's not so bad with off-gcd abilities but it can still lead to moments where you hit a macro and literally nothing happens.

I think the only macros i generally see Warriors advocating are macroing Deliverance and Defiance into two separate macros with /hotbar action commands that swaps Inner Beast and Fell Cleave, and Steel Cyclone and Decimate, so you save two keybindings as these are basically the same skill and can only be used in one stance.