The answer is don't use cua-mode on Linux, it's OK if you are on windows (but not on wsl of course). It works fine when using M-w
and C-y
and the definition of the macro isbecomes:
(fset 'makeMailNoCua
(lambda (&optional arg)
"Keyboard macro."
(interactive "p")
(kmacro-exec-ring-item
(quote ([down home 67108896 19 124 return left 134217847 end 25]
0
"%d"))
arg)))
Many thanks to phils. Once the solution found, it's easier to find that the problem was known, see Cua-mode and keyboard macros and has a fix ;)