I use the KR10A remote as macro activators - ARM hits an else macro that turns on/off the fish tank light depending on its current state. These remotes are installed into AHP but not into a console. Everything works fine for me like this, but they are not security macros that I am running.
I installed a spare KR10A into AHP and told it that it was also installed into a security console. Hitting ARM on this remote now sets the icon on AHP to ARMED AWAY, hitting DISARM shows in the system monitor as an RF receipt but does not change the icon - I don't know if this is an undocumented feature or if the KR10A is supposed to disarm the console and the console then tells AHP that the system is disarmed; could be either way. At least this confirms that at least one system other than yours is doing the same thing.
I'm not sure if using flags could be a way around your problem. Someone else could probably advise better, but a thought would be...
ARM sets FLAG A
DISARM unsets FLAG A
Conditional MACRO runs only if FLAG A is set
I think this would accomplish what you're trying to do, except with using one of the user definable flags instead of the preset ARMED/DISARMED flag from within AHP.
Of course, I could be entirely wrong as usual; just ask my wife