In 4.4 we have new, modular templates. They are cool, but ...

For example, we have "Template OS Linux by Zabbix agent" and there is "Block devices discovery" LLD rule, which uses macros, defined in the template: {$VFS.DEV.DEVNAME.MATCHES}, {$VFS.DEV.DEVNAME.NOT_MATCHES}
They define regexps in LLD rule filtering.
This is "features-reach" approach, provides flexibility, but one unexpected thing happens.

We have a habit that we can Unlink a template from host, to get possibility to edit its item/trigger/etc if we need that. We expect that all things will continue to work when we just unlinked template.
But actually those 2 macros will become undefined for the host and LLD rule simply will stop to work. That's what is really unexpected.

So, for consistency, I'd consider template's macros as everything else and would "keep" on host when unlinking template.

Yes, I know that internally such a macro is existing on template level, which is different from item/trigger/graph. But these are internal things, while for zabbix users it looks like same-level configuration objects.

So, template's macros should be kind of created for a host. Yes, that's a question what to do if the template is linked back. To be discussed ...