The problem is due to the fact that you use the same variable
names in the macro and in the loop. This works :
#macro PlaceTree(ax, az)
#local Normal=<0, 0, 0>;
#local Where = trace(Landscape, <ax, 10, az>, <0, -1, 0>, Normal);
#if (Normal.x = 0 & Normal.y = 0 & Normal.z = 0)
#warning "Tree not placed\n"
#else
object {Tree translate Where}
#end
#end
