The close up mode is really meant for use when you are using the SB-200s attached to the lens via the ring and lens adapters in the R1C1 kit.. Yes, it has a different menu customized for macro photography.
The Commander mode on the SU-800 is for controlling remote speedlights for other photography. I use it when mounting my SB-900s on stands with umbrellas for portraits, and have used it indoors for weddings. It will control any CLS compatible Speedlight via infrared signals. In this case, the menu is designed for non-Macro photography.