Currently, if macro sets are brought up while the action bar is on screen, it will reset whatever action is selected at the time to the first action.
For example, let's say i have four actions on the bar and i either d-pad or arrow over to the third selection:
  ((3)) 
When i hit ctrl or alt to bring up the menus, once i release the macro set the action bar selection resets to this:
((1))   
Basically, the action bar selection never rests where you left it. This makes it counter-intuitive and difficult to use in conjunction with the macro sets which actually do remember resting position. Though both the action bar and macro sets are essentially the same thing, they don't function the same way, and that difference gets in the way of intuitive usage.
As it is, there is a big gap in having your character do the things you want it to do because of all the issues with UI/targeting/etc. But making this fix would remove one of those impediments and directly improve responsiveness during battle.