Ability to disable the "Save Macro" pop-up dialog when creating "Recorded Macros". Personally, I would rather have a menu entry to save them. I will often make a few quick Recorded Macros to parse some file. The do not need to be saved for two reasons:
1) These macros I create are inherently disposable.
2) Many (if not most) Recorded Macros involve text search which makes them reliant on Ctrl-12 for step-repeat. I would guess that most "Recorded Macros", even if they do not search for text are reliant on Ctrl-F12 for step-repeat. As there is no "Repeat Last Macro" menu entry (command) for saved macros, saving recorded macros is not usually useful.
As a problem consideration, this is low priority. I just click Cancel every time which is not extremely hard to do. I read the manual for my mouse and it explained how to click it :-).