It's a thing which annoyed me a little until I found out that users of later (2010 and on) versions of M/S Word than mine could do it. Then, while it still would never have featured anywhere near my top ten list of Most Annoying Things Ever, the green-eyed god on my be-chipped shoulder certainly hoisted it several feet further up the flag-pole of pesky annoyances….
If you have a macro which makes multiple changes, each of them is added to the undo stack separately, which means, obviously, that you have to hit the undo button or
Ctrl+Z multiple times to undo those changes. Which is kind of a bugger if you're unsure how many changes it actually made, either 'cause you've forgotten the workings of the macro or 'cause there's a few
if…then clauses in there.