You can use this:
Then on "F3" i have set a prompt to determine action delay for all macros. Set that to 0.3 or something and you can play your macro again(for me "F2").
The only delays that can be set, that I know of, don't do what this user thinks they do. Rather than try to explain, just know that you can't set a delay between actions on a per-macro bases.
So to answer your question, no, there's no way to record delays. Wish there was.
Is there any reason in particular why mouse movements aren't good for quick record functions?
Mouse actions break very easily. They're so specific to where a window is located, where controls are, etc. - things that can change too easily, often by doing nothing more than resizing a window. Keystrokes, in general, work or they don't.
Macros take time to create. That's really all there is to it. That's why we get paid the big bucks. 