From what i've seen Hong Kong and mainland China make rather successful films and tv  dramas but I don't recall ever seeing a single once from Macau. Why not? 

Macau has a population of ~640,000.  Hong Kong has a population of ~7.4 million.  It's not surprising that Hong Kong has a bigger film and tv industry.  Mainland China has a population of ~1.4 billion.

What would explain why there's less but not why there's none again I have not seen a single Macanese drama