Because the macrostate is what you observe. Each macrostate is associated to a set o microstates. The probability of observing a macrostate is the sum of the probabilities of the equally likely microstates. Having all the particles at a single energy level has only one possibility. But having the particles spread over several energy levels gives rise to several microstates that correspond to a single macrostate.
For example, if you have 5 particles and you find a way to put them in a single energy level, then you have only one microstate and one macrostate.
However, if you find a way to put 3 particles in one energy level and 2 in another, then you have
$$\frac{5!}{3!2!}$$
different ways of doing this. All these different ways are microstates but macroscopically they are the same. So observing on of these states is much more probable.
note: I am assuming you are talking about distinguishable particles here.