Try

b="C"
? "This should ignore macro operator "+"&"+"b and show this "+;
   "character expression including the &"

Next try

? "This should ignore macro operator &X and return the "+;
    "character expression including the &X because the variable X is not defined"

It would appear that the & is only interpreted as a macro operator in a character expression if the word (or character) immediately following the & is a defined variable.

If the word immediately following the & is a variable, you can concatenate the expression as in the first example.