Macros are the Twig version of functions. Just like you would write a function in PHP to do something and return something, you can use a Twig macro to generate some output.
Macros are used for generating often used markup that might vary slightly each time. You put your skeleton markup in the macro and use parameters passed in to alter that markup and then output it.

Why Twig documentation recommends to use extending rather than including? Symfony 2 documentation says because "In Symfony2, we like to think about this problem differently: a template can be decorated by another one." but nothing more. It's just author's whim or something more? Thanks for help.