The automation icons are missing from the parameters of devices in the Modulation section, though they’re present for FX.
There’s something unclear indeed.
I’d replace the Hint “This device is automated by a Macro” by “This device is Modulated by a Macro”. Makes more sense like that.
Because in the Modulation section of the sampler, devices can be “modulated”, via *metadevices OR Macros, but can’t be directly “automated” (you can’t record an automation curve with the right mouse button). That’s why the automation icons are often shown as “inactive”. The icons are active when a Macro is controlling the device.
Let’s use the “automation” word for “recording of parameters with the right mouse button” and let’s use the “modulation” word for anything else that controls a target parameter located in another device.
So that’s not a bug, but more a terminology problem.