For the life of me, I have no idea why there is not a simple ‘run’ function in this IDE. Even bigger packages like Eclipse have this. You look at almost every other platform and they have a run button that automatically runs all the lines in your file, or a shortcut like ctrl+e that executes your selection in the console.
Debug - Run without debugging is not what you need?
Also I think developers doesn’t change current Run command because a lot of people like it. Other people can use your macro. Also it would be better if you add your macro to Resources: http://komodoide.com/resources/submit-instructions/#pane-resources