I have a room for FRing my Melleri. The biggest thing I had to work out was the water. I didn't want to fill up a reservoir and empty another one, as they need so much. I had a plumber hook the water and drainage into my house water. That was my biggest hurdle to get over when designing the room. I have central air and leave the door open to the room. (There is a "gate" to prevent wandering.) I also place a fan in the doorway on particularly hot days. So far, the air is not stagnant at all. That was another concern I had. I also made special window screens that I could put in to open the windows on nice days. But, unfortunately, there hasn't been a "nice" day here in over a month.
I wouldn't say there are any cons. Just some things to be worked out before the chams get in the room.
I have an African Grey who needs a lot of attention - do you find your macaws need more or less attention because they have each other?
Deb