Well, there are limitations to current C++ parser. One of them is that it completely ignores all macros... (because it has to ignore #includes, otherwise you would have to wait 5 seconds aftern hitting '.').
I already have an idea how to cheat this case out so perhaps in the future this will work as well.
However, at present time, for such trivial case you can make it work by addding DLL_ENTRY to the "ignore list" (Assist/Edit ignore list). Note there are quite some entries now already