I wouldn't say that. It's just its trivial to make DSLs in languages like the various lisps (common lisp, racket, chez scheme...etc).
That's usually what people complain about (besides the parenthesis) in that it's easy to not be very disciplined.
Lisp is homoiconic, so there isn't really a distinction between programs and data. For example, a snippet of code like a for-loop iterating through a list is also a list that can be inspected and modified. Or something along those lines (there's an XKCD comic that captures the spirit where the person says "it's all CARs" as in lisp you can build everything from CAR, CDR, and CONS I think). You'll have to dig into that on your own. The terms are historically relevant, but seem antiquated now. I've never really understood macros (compile or runtime ones) all that well though, so hopefully someone else in the comics can clarify my mumbo jumbo.