Macros not available in Cubase AI 10.5?

Would someone be able to tell me for sure if macros are unavailable to Cubase AI users? If not, are they available in Cubase Elements? Here’s the screenshot of my entire “Key Commands” window.

The Cubase 10.5 online help/manual instructions on setting up macros isn’t consistent with the on-screen options for me.
Couldn’t find any reference to macros in the Cubase version comparison matrix on either.

Unless it’s changed in the latest version (which I doubt), macros are not available in Elements, no.

I this not pretty shocking?

I would say, no, it’s not shocking at all.