I think it's mainly the fact that you need to quarantine in Macau for 14 days. And for HK-based folk, you would need to quarantine for another 14 days upon your return.
From Aug 2020
https://www.news.gov.hk/eng/2020 ... 806_231326_581.html :
The Hong Kong Special Administrative Region Government today urged the public to ensure that they comply with Macau's new COVID-19 nucleic acid test requirement before travelling there.
According to the announcement made by Macau's Novel Coronavirus Response & Co-ordination Centre, starting August 7, all people entering Macau from Hong Kong will be required to present proof of a negative COVID-19 test result issued by one of the testing institutions recognised by the Hong Kong SAR Government.
The negative test result would be valid within 24 hours.
They are also required to undergo 14 days of compulsory quarantine after entering Macau.
The Hong Kong SAR Government explained that before departure to Macau, people must bring along valid proof of their negative COVID-19 nucleic acid test result as required.
It further warned that if people re-enter Hong Kong after being refused entry into Macau, they will be subjected to compulsory quarantine of 14 days according to the Compulsory Quarantine of Certain Persons Arriving at Hong Kong Regulation (Cap 599C).