"Macros" and "Activities" are not contradictory. A Macro is simply a command sequence and absolutely nothing more. An "activity" mode is simply the grouping of multiple devices such that buttons on a single remote can be sent to more than one device.

Harmony's remotes are all about macros, but the details are for the most part hidden from the user. That's the beauty for most people. All-on, all-off, input selection, etc. They don't need to construct their own macros nor do they need to fiddle with punch-through configurations as found on cheap remotes to combine multiple devices onto a single mode profile. Nor do they need to do the more manual and laborious configuration necessary on other more expensive remotes such as the Pronto and Home Theater Master.

The Harmony also features some additional logic and state tracking that is not possible to implement with most other off-the-shelf universal remotes, including Prontos (though I believe some do support variables, right?). But "activity" based usage did not start with the Harmony. They just made it more consumer "friendly."

I put that in quotes because even in its latest iterations, their software is far from friendly or polished from an interaction point of view.

Toggle commands can often be as important as discrete codes, so they have their place. Some devices have a number of not very well known discrete codes, you just have to really search for them. There are also ways to achieve known-states for some devices by using combinations of existing codes.

Having discrete codes doesn't make a remote like the Harmony series bulletproof, but it does make it much easier to get your setup in sync, because you know you can repeat discretes as many times as you want without ever jumping out of the state you're trying to jump into.

I have 3 or 4 Harmony remotes, two Prontos, two Home Theater Master and about half a dozen other $200+ remotes.