It would be good if temporary macros weren't created in a new buffer by default. The buffer invariably gets in the way of macros that effect more than one buffer.
As a programmer, I've been using jedit for a few years now and have never once had the need to manually edit a temporary macro. I have however saved a few temporary macros as permanent ones.
I would therefore suggest that adding an option to "edit temporary macro" could be added to a menu somewhere to allow the editing and saving of a temporary macro as a permanent macro.
This way the temporary macro would stop getting in the way of editing, but still be available to save as a permanent macro and/or manually edit.