No. The statusbar is an application property, and so runs on the application, Excel.
What you can do is modify the statusbar when you activate or deactivate the particular Excel window (workbook)
So say that you have workbooks 1, 2 and 3 open. The statusbar is changed by the macro in WB1. When the user switches to another workbook, the workbook.deactivate event happens in WB1. Here you could store the current statusbar and reset the statusbar to default.
Then later when the user returns to WB1, the workbook.activate event happens. Here you can then set the statusbar back to the stored value.
Would that work for you?
You get to the workbook events by double clicking ThisWorkbook under the workbook name in the left top window of the VBA editor. Then select workbook from the left dropdown above the macro pane and next select the activate and deactivate events from the right dropdown