Aye, if memory serves, generally the RAW option isnt available in automatic modes. So any "Scene" options and the auto point and click mode, you just have the highest quality jpeg option. But P, which is almost totally point and click (unless you want to fiddle) allows it?
On my D40 Program is a creative mode but Macro isnt :shrug:
I think this is because macro mode on a DSLR is basically superfluous as its the lens which determines minimum focus distance. Macro mode on the main dial of a DSLR basically says "I dont know what settings to use, camera please help me!" which implies a limited level of experiance/knowledge and therefore its fairly sensible to set to JPG only.
P is for people who know what they want, but also know that at the moment the best way to get it is to let the camera do it for them and concentrate on composition.
A lot of the really top end DSLRs have no scene modes at all to leave more dial space for things the experianced photographer is more likely to use.
