Ancient Greece was something like an ancient USA. Many different states (or in this case, cities) inhabited by different people that shared a common sense of unison. They weren't a united country like USA rather a united nation.
Macedonians came to be after the Spartans, Athenians, Thebians, etc and their city-state emerged in Greek colonies, they were thus, Greeks. Athenians reffered to every other civilization (in our sense country) as "barbarians" like the Egyptians. They did not so of the Macedonians; they were just city-states with minimal interaction and things in common. Macedonians, as stated by AkiraGr before me, actually spoke the Greek language, had the same religion, had the same innate love for the sea and trades, etc.
I mean, if they weren't Greeks what could they be? They flourished in a Greek dominated colony and and shared most characteristics with the Greeks. The rest of Greece even fought along side them, something that, at least Athenians would not do with a foreign country.
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