Macro mode on compacts usually zooms to the longest setting, and DSLR lenses with a macro setting will only allow to engage it when fully zoomed. Edit: this may not be true for all models as mentioned in the comments.
When you turn on macro mode, the lens is able to focus closer than normally possible, and the AF system may be tweaked to prefer close objects.
So, if you are able to make the shot you want without engaging macro mode, that's perfectly fine, but you may need it so you can get closer to your subject and still get it in focus.
A macro or flower scene mode, as opposed to a macro switch on a DSLR lens, may of course tweak other settings, too, like aperture and colours.