You may have stumbled onto something that's implied in the SmartMacros Help file.
"If/Else In Smart Macros
Smart Macros supports IF-THEN-ELSE chaining. If multiple macros have the same address trigger (e.g., 2 macros both triggered by A4 ON), then the hardware interface will try to find the right macro to run. The ActiveHome hardware interface will check each macro in turn, in the order listed in the Macro Designer screen, to see which macro is available to run. If that macro's conditions are satisfied, then that macro will trigger. "
IF statement logic dictates that when there is no explicit else "execute statement if TRUE otherwise go the next statement". The help file states the "hardware interface" will check the macro for a true condition and then trigger. So the I think it's safe to assume that all conditionals, except for those using the security devices, are executed in the CM15a hardware! This would also explain why conditionals are bypassed when you press the "Run Macro" button in AHP!