For this a data step with CALL SYMPUTX would be easier.
However, why do it at all. The data is much more useful in a data set than in macro variables. Once the data are in macro variables that are mostly useless because you have to know their names, and the values are not longer numbers, etc.
At times, I also find this condition to work best with macro variables, mostly where a SAS variable label (or a TITLEn maybe) requires the contents of an incoming SAS variable to be revealed in a report, instead of occupying a column. One example would be event response metrics data where a variable declares some distribution limit value, like "all responses less than &respval1" when used as an associated metric variable label.