For the same reason that it wouldn't be a normal function in any Lisp. The difference is that the macro expander keeps a list of macros (separate from the set of normal functions in the program), so that when it sees a list with a symbol in the first position, it can look up that symbol in its macro list, and if it is a macro, it can call the macro and replace the macro call form with the return value of the macro. Then that gets fed into the evaluator, just like how macros work in any lisp.

In some languages they can be, and macro calls are specially marked at the call site instead of (or in addition to) the definition.

But in LISP they are called and expanded implicitly, with the compiler/interpretter keeping track of what's what.

Because it's evaluated at compilation time.