this is normal, it means your style/theme has made changes to a particular template, so when you upgrade Xenforo and it tries to merge its changes into your style, it can't figure out where to place the lines.
I'm honestly not sure the "correct" way to solve this other than comparing the message_macros template from the Default style to the same template in your custom style.
I solve it by clicking message_macros in the outdated templates section and simply clicking "Save", not "Merge", but I don't believe I'm getting the changes from the Xenforo upgrade this way.