Could you try this way?
call macro with the value of macro variable, but fileref. I wondering if this is the problem.
%let in1 = /data/dept/finance/Dups/MONTH END ALL FILES/MONTH_END_0607_GA.csv;
%MACRO _EG_ImportData(filein,yr);
DATA WORK.MONTH_END_&yr;
INFILE "&filein."
...
....
%mend;
%_EG_ImportData(&in1.,0607);