Many do what you've suggested, including adding a series of loading pages for much longer macros. For shorter macros of which there could be an endless number in a given configuration file it's not really suitable to do this however. Having the pressed state show while the action list is being executed is a nice built-in feature to have. While it's nice to see this feature reintroduced with the Pronto Professional line it would certainly be nice to see the Pronto NG line receive the same treatment.