It seems as if the editor does not treat multi-lined macros as code when it comes to indentation. After the trailing escape character the editor forces the cursor to zero indentation on the next line. You can hit tab to indent the cursor as much as you'd like but as soon as you start to enter code the editor forces the cursor back to zero indentation.

Code example:
#define foobar(foo, bar) do {	\
	int f = (foo);		\
	int b = (bar);		\
	f += b;			\
} while (0)

When trying to enter this into the cnd editor the result is:
#define foobar(foo, bar) do {	\
int f = (foo);			\
int b = (bar);			\
f += b;				\
} while (0)