What came up in comments to this answer to the question quoted in the OP, is that one has to distinguish, oneon the one hand, phenomenological vs. microscopic models/theories and on the other hand, macroscopic vs. microscopic scales/quantities. The meaning of word microscopic and what it is opposite to depends on the context (alas, human language is ambiguous - e.g., Sisyphus is an example of hard and futile workhard and futile work, even though he performs zero work.)
As far as the models are concerned:
A phenomenological model is a scientific model that describes the empirical relationship of phenomena to each other, in a way which is consistent with fundamental theory, but is not directly derived from theory. In other words, a phenomenological model is not derived from first principles. A phenomenological model forgoes any attempt to explain why the variables interact the way they do, and simply attempts to describe the relationship, with the assumption that the relationship extends past the measured values.
One the other hand, when talking about scales:
When applied to physical phenomena and bodies, the macroscopic scale describes things as a person can directly perceive them, without the aid of magnifying devices. This is in contrast to observations (microscopy) or theories (microphysics, statistical physics) of objects of geometric lengths smaller than perhaps some hundreds of micrometers.
Internal energy is a quantity that exists both in (phenomenological) thermodynamics, and (microscopic) statistical physics. This is a quantity describing a system with a huge number of particles, $N\sim 10^{23}$, and directly measurable - this is why, in terms of scale, it is a macroscopic quantity.
Remarks:
- Use of word phenomenological is again ambiguous - when applied to phenomenological models it does not mean just any model that describes a phenomenon.
- In nanotechnology it is rather common to speak about mesoscopic scale - the scale/systems where we still deal with many particles, but must take account of their microscopic behavior (which usually means taking into account their quantum properties). See, e.g., the classical book by Joe Imry: Introduction to mesoscopic physics.
- A good example is the ideal gas law that came in now deleted comments: In statistical mechanics the ideal gas equation is derived from microscopic principles. However, the phenomenological gas laws were known and successfully used (e.g., to construct steam engines) before the development of statistical physics. Adding adjective ideal does require microscopic theory.