This is just my newbie impression (I haven't had a chance to do any close-up stuff with my flash yet), but I think with macro work you'll want to use off-camera lighting anyway (the AF360FGZ can be used wirelessly just fine, if I remember right).
Unless you bounce/reflect the light (from a hotshoe flash) back down onto your subject, you're likely to get a shadow cast by your lens from that close up.
Like I said, I am still in the beginning stages of learning -- though advancing just fine in LBA -- so take my advice with a big grain of salt