Good point, but creating infrastructure doesn't necessarily mean creating idioms on the compiler level: neither DSLs nor macros. I would reject both without solid evidence that a good method and object API in the host language couldn't solve the problem first. My approach in C++, Java, C#, JS, etc would be to provide classes and methods which assist in building the state machine definition. If their existing compiler capabilities can be used to optimise it, so much the better, but I'd stick to the host language unless I had other reasons to delve into building my own language.
As a concrete example: some time ago we tried creating a domain-specific language to define some fairly hefty structures in our application. The DSL was more concise and was intended to provide a 'pit of success' for adding new such structures, by adding some extra verification and getting rid of boilerplate which might get miswritten or forgotten.
Some years later we finally found the time to throw out the DSL and replace it with straightforward (albeit slightly more verbose) compiled code with helper methods. Which, funnily enough, was a direct translation of what the DSL interpreter/compiler was doing anyway under the hood.
We threw out an extra build/start-up phase, a few thousand lines of pointless glue, and a massive debugging headache. We gained the strong typing which our platform provides by default.
The mistake we made was that the DSL was merely an abbreviation of code which was otherwise running in the exact same context as everything else. It was a syntax hack. It was something which could be done better by simply making proper use of the idioms and capabilities of our host platform, and ignoring the syntax entirely.
If you don't need to mess with syntax, you probably don't need metaprogramming. And syntax is not really the hard part of programming (if it's consistent), it should be just a minor and necessary hurdle before you get to the important things, so you probably don't need to mess with syntax either. Boilerplate and bloat can be solved with good API design, but only if the pointless repetition is really pointless repetition. If it's not easy to fix with a few helper functions, odds are it's not actually as common and repetitive as you'd like to believe.
Creating an entirely new language just to slim things down a bit is rarely appropriate for a single project.
The caveat here of course is that, with Lisp, there's no difference between macros and API (the attempt to differentiate is itself meaningless). And that's fine, but it's not the case for other platforms which lack Lisp-style macros, and it doesn't help with accessibility. Layering things is an important part of how we think and sticking to common concepts in a given layer are a useful tradeoff.
(It was rather fun to abuse C# `this[]` getters to force assignment of a function result via the compiler, at one stage. While useful as a temporary refactoring tool, I'm glad that hack has finally left our codebase.)
(The dark side of 'no DSL' is the fluent interface. These are really hard to design well, and most are terrible. The examples always read nicely of course, because they're basically the design documents.)
(I'm also aware that there are valid use cases for building DSLs. I've just never encountered such a use case myself...)