The meaning of "would lead to the same macrostate" (and therefore the entropy) is not an "objective" property of the system (positions, types, momentum, etc. of individual particles). At least not in the way that the energy is an "objective" property of the system.
The entropy is an "objective" property of the pair formed by the system (which can be described by a microstate) and some particular way of defining macrostates for that system.
That's what people mean when they say that the entropy is not an "objective" property of a physical system: that it depends on how we choose to describe that physical system (and that description is external to the physical system itself).
Of course, if you define "system" as "the underlying microscopical system plus this thermodynamical system description that takes into account some derived state variables only" the situation is not the same as if you define "system" as "the underlying microscopical system alone".