I just upgraded from emacs24 (Ubuntu 16.04) to emacs25 (Ubuntu 18.04), and have found that the CUA cut/copy (ctrl-x, ctrl-v) bindings no longer work in keyboard macros. Attempting to use them now results in an "keyboard macro terminated by a command ringing the bell" error on macro playback.
The issue seems to be the CUA bindings since the underlying cut/copy functions (kill-region, kill-ring-save) still work correctly in macros when bound to other keys.
The CUA paste function (ctrl-v) is unaffected by the bug and continues to work in macros.
Ben