When combining KCs into a Cubase macro, there are lots of Cubase KC operations that prompt the user to press OK...or "enter" before further operations are executed and completed. Otherwise your macro is worthless because it will be "stuck" with the OK prompt.
If you can demonstrate a work-around for these macros, I would love to see it.
By the way, "enter" exists as a command in Metagrid. That (and maybe the custom delay) is the reason anyone can run certain Cubase macros in Metagrid that they can't in Cubase alone.
You didn't say, or I didn't see that you were referring to macros. I thought you were suggesting needing a secondary key command for "enter" when enter itself is a default key command.
For macros, Cubase automatically applies some commands, but not all dialog windows, especially those with selections or text entry fields, and this is where having a common design/functionality standard for tabbing, selecting text-entry fields, might have made this possible (though it could get tricky with window focus). That is what I was referring to previously.
You can circumvent this in some cases with the PLE or Logical Editor for Midi, but text fields and variables are still a limitation - you have to hard code the script to do whatever you want. The PLE and LE will execute within the macro without a command for "Apply", but other dialog windows can not.
For example, look at the Midi Transpose dialog. This is the one I've used for years as an example in my requests to Steinberg:
1 - We used to be able to tab between fields, so when you opened "Transpose" with midi selected, all you had to do was type a number, tab down to apply, and hit "enter".
2 - If Cubase followed the design asthetic of ProTools, enter would be read as a global "apply" command for each dialog window. You wouldn't have to tab to it. (And PT uses modifier keys to select different drop down fields making track setup, for example, a breeze).
3 - For Macros, yes, Cubase would need an additional "Enter" command within the macro editor, but also "Tab" to tab to the Apply button, and a text entry option - this does popup for some dialogs (try it with "Add Track - Midi"), but like you said, you are stuck there in the macro until you enter something, and dialogs without text entry are still an issue - such as Transpose because "Apply" isn't a global command for dialog windows, a la ProTools.
I honestly don't see either 2 or 3 ever happening. They've been requested for years, and not only did they never happen, we lost what little functionality we had (tab in some windows, etc).
Your best option is to get creative with the PLE and LE scripts, and you can do quite a lot there. While both are great for specific functions, this doesn't really solve the basic dialog handling problems that shouldn't require a macro workaround.
And if you are on Mac, of course Keyboard Maestro can circumvent many of these command/execute limitations, with the downside that it is slightly slower (esp. complex macros), than a straight key command or macro within Cubase.