Macro expansions can use lazy sequences and work; e.g.
(defmacro ...
...
~(map ...)
...)
I think what's legal in a macro output should be legal in eval input.
More to the point, if it looks and quacks like a (list of thingies) it
should behave as one if evaluated, precisely because transforming
forms using the native sequence functions is a powerful
metaprogramming technique and having to wrap every such thing in
(apply list ...) or (list* ...) is going to be a pain that might as
well be avoidable and easily is avoidable.