Is preprocessing of PL/I MACRO supported on Linux?
No, this is a Limitation
In Rational Developer for System z, in either the PL/I Editor or the LPEX Editor, after local preprocessors are invoked, the PL/I macro preprocessor is invoked if either the MACRO or PP compiler option is specified. These options can be specified in the property group or PROCESS statement in the program.
This function is not supported on Linux.