The icon of alarm doesn't need to show up only if an alarm clock is set. Indeed it can show up if any application sets an longer exact timeout to be woken up after.
developer.android.com
This can be the case of longer wait action in MacroDroid with checked "use alarm" option, or when you use stopwatches in MacroDroid. I think this icon didn't show up in older android version under these conditions, but now it does. Unless there's an option in your system settings to hide some of these status bar icons you will propably need to live with it.
I don't know which of these functions does MacroDroid use exactly, but it's possible that it was never intended for nothing much other then alarms and reminders. MacroDroid uses this to deliver exact triggers and wait times no matter what, which is important for autonation in a lot of cases.