`macro.check` is a query, so the debugger's lock let it through, but its dry run runs the macro's
steps, which the lock refuses: the check reported the lock as the failure of a step. It now waits
with "Finish or stop the macro first", as other commands that change the workbook do.
- Test: `between_steps_only_looking_around_runs_and_the_run_continues_where_it_was`.