From here:

Always quote all params that contain user or low-level discovery macros.

Good	Bad
abc["{$MACRO}"]	abc[{#MACRO}]
abc["{#MACRO}"]	abc[{$MACRO}]

I see no reason to do so, Zabbix will automatically quote parameters if needed when performing macro expansion. In my opinion, additional quotes simply obstruct the view. The situation is even worse when LLD macros are used in user macro context:

abc["{$MACRO:\"{#MACRO}\"}"]

abc[{$MACRO:"{#MACRO}"}]