The reason why many macro/micro photographers tend to use those small apertures is to have maximum depth of field, which at close focus still is a few millimeters only.
Bokeh in macro photography
Even when you stop down to f/16 or f/22 you'll often have nice background bokeh in macro photography.
The main reason is the close focusing distance and narrow depth of field. An object only an inch behind the subject (plane of focus) can be completely washed out.
In this example I used a smaller aperture (f/11). The rose in the background was only 1.5 inches behind the subject.
Due to the close focusing distance it was nicely blurred out. Magnification: 1:1
Personally I found that you start to lose sharpness due to diffraction around f/16 and the more you stop down the more detail/contrast is sacrificed for a marginally increased DoF. Many macro specialists use the Scheimpflug
principle, which allows them to alter the angle of the plane of focus (more in focus despite larger aperture). Of course, this requires the use of a lens with tilt capabilities (like Nikon's PC-E lenses) or a TS-adapter or a view camera. A cheapo alternative is focus stacking.