I still disagree completely AND I don't understand: 

1) This macro is *program dependent* : how would expect to set this in the config file? Are you changing the config file for each run of Pythran? Nonsense to me.
2) You can already set this macro in the config file if you want, just add it to cxxflags
3) There is a long history of compilers, and keeping a similar configuration behavior/interface is quite important IMHO. 
  - default "builtins" settings optimized for speed (pretty standard O2, -DNDEBUG, etc.), can be overridden per platform (config file), or per program (command line).
  - config file for platform specific options.
  - command line for program specific options.