Yes, they will still have uses such as for "message maps" in ATL, WTL, MFC.
For example, this is part of some personal code I have:
BEGIN_MSG_MAP(This)
MESSAGE_HANDLER(WM_CLOSE, OnClose)
MESSAGE_HANDLER(WM_INITDIALOG, OnInitDialog)
MESSAGE_HANDLER(WM_GETDLGCODE, OnGetDlgCode)
COMMAND_RANGE_HANDLER(IDOK, IDNO, OnButtonClick)
CHAIN_MSG_MAP(CDialogResize)
END_MSG_MAP()
Or even specifying the layout of a window:
BEGIN_DLGRESIZE_MAP(This)
DLGRESIZE_CONTROL(IDOK, DLSZ_MOVE_X)
DLGRESIZE_CONTROL(IDCANCEL, DLSZ_MOVE_X)
DLGRESIZE_CONTROL(IDC_EDITINPUT, DLSZ_SIZE_X)
END_DLGRESIZE_MAP()
Writing this without macros would involve a lot of unnecessary boilerplate code.