I believe that the main reason it's there is because if a (automated) macro got disabled due to being excessively triggered in a probable infinite group, you really want to think before re-enabling it.
It's not the biggest problem, but it does mean you have to be eagle-eyed for commands running out-of-order and also avoid any inputs when a confirmation is asked -- which in these sorts of macros is twice, every time. It's just very slow and clunky.
If you have a macro or chain of macros who's sole intent is to make your character move faster than anyone could type, you are probably abusing macros.
As I said, if this is an actual balance mechanism then okay, but the confirmation doesn't really get in the way of having a nested macro, it can just cause them to sometimes break. I feel like macros just running slower would be a more intuitive balance mechanism than one in every twenty just breaking.