set OSC TX IP via macro in background mode

If you run it in foreground mode you could put a [live] after the commands. This will put you back in your channel display.

As Bart v K said, putting a [Live] at the end of your macro is the only way around this at the moment.

As to why this setting has to happen in foreground, I'll quote ueliriegg  , who just recently explained this in another thread:

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Technically speaking background mode means it's happening in the command line of User 0.
There are things that are user dependent, e.g. most of the things in Setup, Desk. So if you want to change stuff in there but use background mode, it does get changed but not in a place that's useful for you.
For all settings you want to change for your User ID I don't think there currently is another way than using foreground mode

But OSC TX IP is not a user dependant seeing, it's in the show section

Huh you are right. Then it'll probably have something to do with the labeling-mechanic that is implemented into the OSC TX IP field. Same goes for any other setting where the labeling-screen pops up. Could be a bug or at least unwanted behaviour. Come to think of it, Macros and labeling don't seem to get along in most other cases as well.

Another way to get around it is to just put a Clear_Cmd at the end of the Macro which simply closes the settings.
The setup will still pop up for a brief moment, but it's barely noticable.