If you are using the flash as the main source of light, it won't matter, since the flash pulse is usually much, much faster than the sync speed. Details below, but if you're primarily lighting with flash and are at less than full power, the shutter speed is irrelevant and your exposure will be something like ¹⁄₁₀,₀₀₀th of a second.

If, instead, you are using the flash to balance with ambient light, though, you may benefit from a faster shutter speed. You'll be able to tell if this is the case because you'll have a relatively sharp exposure due to the flash, and then a more blurry exposure overlapping with that in the same image, from the hand-held ambient. At ¹⁄₂₀₀th, it might be a little hard to tell, but you should be able to see it if you look closely.

You're right to wonder about whether you should exceed the rule of thumb: see Where does the ¹/shutter speed = focal length rule for hand shake come from? for details, but in short, it's just a guideline and you certainly can get better sharpness with a faster shutter speed in many circumstances. Or, even better, use a tripod and a wireless trigger, and then camera movement won't be an issue. (If you are doing macro, this should help get focus and framing right too, of course!)

Note that at full power, the duration of most "speedlight"-style flashes approaches the sync speed (or may even exceed it slightly for the full pulse length). But at reduced power, it gets to be really fast. But at macro distances, you're probably not using full power, so it's likely that you'll be getting speeds measured in milliseconds — or even microseconds! See flash duration info on my site about Pentax-compatible flashes — the numbers are from Metz mecablitz models but the concepts are universal.