In Confluence, we have the option to select either a text or something in the page and click on insert link in order to link a text for an attachment, for example. If you do the same with the Status macro, the macro will simply disappear.

Steps to reproduce:

1. Insert a status macro on the page (Insert > Status)
2. 
3. Select the status label inserted on the page and click on Link
   
4. Select the Attachments option for the link
   
5. Save the changes and the macro will disappear.