Well, here is my example. Before some recent changes I was keeping my shortcuts dedicated to a web page in one macro group. This macro group was activated when the specific site was opened. One of those macros was a macro that injects a JS script in the web page content and registered there some additional functionality like this one: Marking files as "Viewed" with keyboard shortcut · community · Discussion #10197 · GitHub.
This placement inside one group were keeping related things in one place, which was nice.
Now I have to keep my page injected scripts in one macro like that:
Which is tolerable, but still not tidy enough.
However, there might be more use cases that are based on macro group activation.