I've got SAS on Windows, and am stuck with the built in editor because the system is so locked down. Actually, the Advanced Editor is one of the least dislikable parts of SAS. Its "keyboard macros" let you write a lot of standard stuff with a few keystrokes, and it's actually got regex search and replace.
I think the basic problem with SAS is that its original authors didn't quite have the vision to see what they wanted to do, and kept growing the system to plaster over shortcomings rather than rebuild. That's the macro language through and through - it's a patch to allow you to do things like process a bunch of data sets in the same way, but it's a layer on top of the data processing language and the interface between the two is quite clunky.
Personal opinion, obviously. But that's what it looks lik to me.