Why is Thermodynamics associated with only macroscopic structures and not microscopic ones?

Macroscopic systems - The gist here is that thermodynamics is based on statistics so you need a large enough system (i.e. enough molecules or atoms) for statistics to apply. Thus you can't get the Maxwell-Boltzmann distribution from 3 molecules of gas sealed in some container. You need millions of molecules - a macroscopic system. 

initial and final states of system - The foundations of thermodynamics works with the energy difference between some starting point and some end point. 

Think of it sort of like rolling a rock downhill. At the top of the hill the rock has some potential energy. Part way down the hill the rock stops and has a lower potential energy. So the difference in potential energy can be calculated by the height difference. 

Naively using the rock and hill analogy, thermodynamics says that rocks roll downhill not uphill. Also in order to move the rock uphill you have to input energy into the rock-hill system. 

Dynamics - Since thermodynamics is about the energy difference between the initial state and the final state, (basic) thermodynamics doesn't deal with chemical kinetics. But (basic) thermodynamics and chemical kinetics can be combined to become a specialized field of study such as non-equilibrium thermodynamics.