It might. If small fragments get into your return reservoir it could happen. There are many methods to help prevent this from happening. I use an Ecosystem sump and there are submerged bio balls that trap any macroalgae that escapes. Take a look at some of DIY sumps for ideas how to prevent it.
I have refugiums running on a few different systems with no spread of macroalgae to the main system. I attribute this to two things. 1. All refugiums are separate sumps that have to flow into the main sump before returning to the tank. 2. Tangs in the main tank that prevent even the smallest piece of algae from living.