CTRL+click does NOT lead to Macro Definition

When having in Code:

#define QSP QSharedPointer

and later on

private:
    QSP<MyClass> m_pMyClass;

and clicking (with Ctrl) on QSP the Header of QSharedPointer opens. Better would be, to get to the source of the #define - where I would also click on the QSharedPointer to get there.