How are you checking if the flag is set or not?
If you press "F3" in AHP, that will open the status screen, which will show you the status of the flags. However, that is only a static view. It does not get updated, even if you refresh it. You need to close it and re-generate it from within AHP to see an updated status view.
Your macro clears the flag at the end of its run.
If you haven't done so, create a separate set of macros, on an unused address, that ONLY set and clear that one flag (one to set it, the other to clear it).
Use that new macro to manually set the flag, check it (using F3), and THEN try to kick off the macro using the RF controller.
What is the trigger address of the macro?