hi retainiac,
What version of TDP you are using? (Help > About)
Please note that in 4.3 version we've made many improvements and when i simulate this scenarion in there it works fine while in 4.2 it really strips off the activex controls...
However if you would like a workaround, i would suggest you to replace the buttons with standard Shape objects (Insert ribbon tab > Shapes > choose some Rectangle) and where after it is placed you can right click on Assign Macro and make it work like any other button.
Martin