Hi Button,
Not in this case. A lower F stop (E.g F2.8) would create a very shallow depth of field which basically means much less of an area that is in focus. This is very useful for say, outdoor portraits where you want your subject to be nice and sharp yet have the background nicely blurred (bokeh). This is why when shooting landscapes, often they're done around F8 as this is where most lenses are at their best and the image is all in focus from foreground to background.
As you're so close to your subject with Macro, the area that is in focus is very very small. Use extension tubes and your effective area of focus is millimetres. In this case, it was probably about 3 or 4 mm. So, if we combined extreme close up with a wide aperture (F2.8), we'd get mostly an OOF image with a tiny tiny bit of area in focus - less than the subject.
Depth of field is relative to distance from the subject, focal length of the lens being used and the aperture also. Macro lens magnification also plays a part. E.g 105mm, set to F2.8, maximum magnification and also at it's closest focussing distance would result in almost none of the subject in focus. Using the minimal amount of magnification (which would result in the lens also being further away), would allow for more of the subject in focus but it would be much smaller overall. As mentioned regarding outdoor portraiture, you can happily use F2.8 or F4 because you're nowhere near as close to your subject as you would be with macro (incidentally, an F2.8 macro lens makes a great portrait lens) therefore, although you're minimising DoF, you have more of it (yup, it's confusing)
Again, as mentioned, if you use extension tubes to magnify subjects even more, your area of focus is even smaller.
To combat this, you need to use a much higher F Stop (smaller aperture). This allows for a larger depth of field and therefore, permits much more of the subject to be in focus.
Believe me, it's still millimetres but more is in focus.
The problem therein however, is that macro needs lots of light at the best of times so when you're magnifying even more, flash or very very strong lights are required.
I hope this is of some help.