Steps to reproduce:

1. Add a macro {$TEST_USER} in a host with a valid http user
2. Create a new http agent item
3. Select Basic as HTTP authentication
4. Add {$TEST_USER} in user name
5. Add password in user password
6. click Test button and Get Value 

Result:
Error 401 is returned

Replace {$TEST_USER} by the valid http user set in host macro

Re run test => Working

Notice that this only affects test. Item action is working with macros

Expected:
Test must use all macros authorized (https://www.zabbix.com/documentation/current/manual/appendix/macros/supported_by_location_user)