Profiled macro keys are usually not included in the base kit of most sets. Base sets will include R1 Function Keys, F1-F13, but usually you will need to buy a child kit that has the R1-R4/5 profiled macro keys. Personally, I just use the function keys included in the base set for my XT boards.
For example, in GMK Griseann II, the base kit has the function keys, but if you want to macro keys to have matching profiles to the rest of your board, you would need to spend another 75$ to do so.
https://novelkeys.com/collections/gmk/products/gmk-cyl-griseann-2-keycaps?variant=45034865819815