iOS to my Macbook

You need a third-party app like:

http://www.macworld.com/article/2983692/software-photography/how-to-transfer-a-p hoto-album-from-your-iphone-to-your-mac.html

http://www.copytrans.net/support/how-to-transfer-photo-albums-from-ipad-to-pc

from:

Copying Photo Albums onto PC from I phone (not camera roll)

That is how Apple designed it.

You can email them

Can anyone Please tell me how I transfer an album I made on my iPhone 6s plus to Photos on my macbook pro ?

The only way is to use iCloud Photo Library on both devices

You can transfer the photos but not the album itsefl using iTunes sync, MyPhotoStream or USB import

http://www.apple.com/icloud/photos/

LN