You could do it with a macro that cuts (Cmd-X) the selected macro, then selects the global macro group (View > Select Groups Column), then select the global macro group by having your macro type "g - l - o etc". Once selected, Paste (Cmd-V) the macro. I obviously didn't try to write this, but I think it'd work.
The other option is AppleScript, which is what I used in this macro that moves and renames macros. (I didn't write that AppleScript, I found it elsewhere here on the forums.)
-rob.