I noticed this on my p&s Canon, and I see the same thing with the FZ35. Both seem to be able to focus and take a decent picture very close up with little discernible difference whether macro mode is set or not. I switch to macro anyway. This is at wide angle setting. Same thing when I shoot distant subject at full zoom.
The other thing, when shooting, the display shows the macro symbol. It doesn't seem to indicate macro on or off in review mode, and I haven't come across an exif display program that shows the status either. It's got to be recorded in the exif data somewhere.
Macro zoom does indicate if focus range is off.
Notice in manual mode you can focus over the whole range, unlike dslr lenses, there is no mechanical shift in internal elements.