A macro is meant to execute all it's lines in order, so it's working as intended. What you describe is possible to achieve with some hotbar switching foolery, where the macro, after executing the skill, switches another hotbar as active, in which on the same spot there is the next action macro which switches the bar again. Of course this sort of automation leaves you poorly if the attacks don't fall through and thus not trickering the combo but I guess that's not what people who want one push play don't mind happening.