*.inc file For loop

The AI example is misleading anyhow, as it just does a $O loop without any action to be done 
*.inc is typically kind of text generation code during compilation. 
What is your expectation for using the *.inc ?

%in and %gn are just text replacement parameters:
%gn is used as globalname, %in as first level subscript

(error on compiling within a class) like: 
#define TestIf(%arr)        if (%arr > 0) { QUIT 5 }    ; no final dot.

#define is an element of ObjectScript
so it has to be embedded in a [Class]Method 
and it is only available within that method

It can't be flying free inside a class definition.

If you need your $$$TestIf(...)  in more than 1 method, you can deposit
it in some TestIf.INC  and include it BEFORE the Class statement !!
Then it is visible to ALL methods.

Attention: You can INCLUDE just 1 single  *.INC in a class definition.
If you need more than 1, you have to cascade it with #include  in  the first *.inc

Include TestIf

Class A.PERSON1 Extends%Library.Persistent
{
Parameter GlobalName = "^.........!";;/// .......ClassMethod michael(param) as%Integer
{
    $$$TestIf(param)
 .........
    quit$$$OK
}

I would like to have *inc file entry to convert an array into a string and string into an array.

  #define Array1ToJSONString(%arr,%json)##continue
  s ##unique(new)=##class(%ZEN.proxyObject).%New()##continue
  d ##unique(old).%CopyFromArray(.%arr),##continue
    ##class(%ZEN.Auxiliary.altJSONProvider).%WriteJSONStreamFromObject(.%json,##unique(old))##continue
  s %json=%json.Read(3641144)
  
  #define JSONStringToArray1(%json,%arr)##continue
  d ##class(%ZEN.Auxiliary.altJSONProvider).%ConvertJSONToObject(%json,,.##unique(new)),##continue
    ##unique(old).%CopyToArray(.%arr)

Usage:

  set a("color")=$listbuild("red","blue")
  set a("price")="expensive"
  set a("size")=$listbuild("large","small")
    
  $$$Array1ToJSONString(a,jsonStr)
  zwrite jsonStr
  $$$JSONStringToArray1(jsonStr,b)
  zwrite b

If the array is multidimensional, then you can't do without loops (the code is without error handling):

  #define ArrayToStr(%arr,%str) set ref=$name(%arr),%str="s " for  {set ref=$query(@ref,1,val) quit:ref=""  set %str=%str_$$FormatName^%qcr(ref,1)_"="_##class(%Utility).FormatString(val)_","} set $extract(%str,*)=""
  #define StrToArray(%str) xecute %str

Usage:

  set a(0)=7
  set a(1,"color")="green"
  set a(1,"color","green")=""
  set a("color",$listbuild($double(3)))=$listbuild("red","blue")

  $$$ArrayToStr(a,str)
  zwrite str
  kill a
  $$$StrToArray(str)
  zwrite a

Now it's clear   instead of   (%arr > 0)  you simply should write (%arr>0)  
The ObjectScript compiler is interpreting the blank after %arr as an argument terminator

Strange.  It should generate   IF (3>0) {QUIT 5} and accept it.
Could you pls simplify the case for testing to 

#define TestIf(%arr) if%arr>0QUIT5

Not yet Halloween, but this looks spooky:
For me, all variants work: 
My versions:
InterSystems Studio Client  2024.1.0 Build 262
Server IRIS for Windows (x86-64) 2024.3 (Build 217U)

So this means that the IF is not applicable in your context.
What commands are before the $$$TestIf(3) and after  ? 
I think of some  WRITE  $$$TestIf(3) .....    
Or you may try to explicitly write the macro-generated code to see any hidden issue
I'm running a bit out of fantas,y what may go on 

TestFor.inc
 

#define MyLoop(%count) setx=""for i=1:1:%countsetx=$order(^%SYS("JOURNAL",x),-1) writex,! 

in Test class:
 

ClassMethod Mike()
{
	$$$MyLoop(7) Write ?5,$get(@$ZR," *** "),!
}	

Resulting in

PURGED
      ***
PREFIX
 
MAXSIZE
     1073741824
LIFESPAN
      ***
LAST
     1^C:\InterSystems\IRIS242\mgr\journal\20251029.003
EXPSIZE
     0
CURRENT
     1^C:\InterSystems\IRIS242\mgr\journal\20251029.003

Here's an example that combines two bitmaps:

#define AndBits(%dst,%src) ##continue
    set mbChunk=""                                      ##continue
    for {                                               ##continue
        set mbChunk=$o(%dst(mbChunk),1,mbBits)          ##continue
        quit:mbChunk=""                                 ##continue
        set mbBits=$bitlogic(mbBits&%src(mbChunk))      ##continue
        If $bitfind(mbBits,1) {                         ##continue
            Set %dst(mbChunk)=$bitlogic(mbBits)         ##continue
        } Else {                                        ##continue
            Kill %dst(mbChunk)                          ##continue
        }                                               ##continue
    }

Using ##continue helps you avoid cramming everything onto a single line