You can.
I like having the option, though.
For example, some CAM programs will insert an M6 for the first tool. One might not like probing a tool that was already used to set Z0.
Or maybe you ran your first op and when it gets to a toolchange you realize you forgot to run the Initial Tool macro… An automatic running of code could be messy.
Currently, it works. There’s just the weird part where you have to click cancel to run a macro. There’s a lot that could be better and they seem willing to chip away at those things.