IT should go without saying that as always Health is simply wrong.
There are three macromolecules: Carbohydrates, Proteins and nucleic acids (some include lipids as well).
Nucleic acids include DNA, mRNA, rRNA and tRNA.
Now if nucleic acids are macromolecules, and mRNA is a nucleic acid (both true) then obviously mRNA is a macromolecule.
Both are arguably correct in the question. But mRNA is more specific and perhaps more correct
This statment “Because mRNA is not a (macromolecule)!” is gibberish.