In function is in SAS macro language since SAS 9.2 was launched.

options minoperator nomlogic;
%macro test(value)/mindelimiter=',';

%if &value in 1,2,3,4,5,6 %then
  %put >>>>Value found within list.;
%else %put >>>>Value not in list.;

%mend;
%test(3)
%test(7)

But one has to specify minoperator in option and mindelimiter=',' in a macro and it is hard to remember.

Now one can use data step 'in' function to have the same function and easy to remember.

%macro test2(value);

%if %sysfunc(in(&value, 1,2,3,4,5,6)) = 1 %then
  %put >>>>>Value found within list.;
%else %put >>>>>Value not in list.;

%mend;

%test2(3)
%test2(7)