[My apologies if this has been brought up already.]
When inputting an action manually during combat after waiting for the GCD, there's this short window where you can press the button and the game will register that as the next action to be done as soon as the GCD is over. A sort of queue for actions. This is at least true on the PS3 version, but I assume that it works that way on the PC version as well.
Now, when you're working with macros, there is no window for that queue. Say you're a Lancer/Dragoon and you have a macro set up for your TT→VT→FT combo. You have to wait until the GCD is completely over before you can input that command. Also, actions within macros also have to wait until the GCD is over as well. Meaning, you can't input a /wait command shorter than the GCD, or else the macro just won't work.
I have noticed that this can be a hassle for those who wish to save space on their hotbars (like myself), but don't want to deal with the hassle of how slow macro actions are compared to when you perform the actions manually.
So, I would like to ask Square-Enix if they can look into having the macros work the same way as manual input. Which is—to reiterate—the ability for the actions within a macro to have the same window of opportunity to be placed on that pseudo-queue during the GCD