scaladoc does not support separate generation of documentation, so the sources for all modules in a project need to be passed to scaladoc at once. For a project that defines a macro in one module and uses it in another, this violates the rule that macro definitions must be separate from their usage.
One way to get around this is for scaladoc to not expand macros. There may some cases where it has to expand them, but in general, scaladoc doesn't need to inspect the implementation of a method if the return type is given explicitly. This is a reasonable restriction for those who otherwise cannot generate documentation for their macro-enabled project.