If you're saying that you want to continue the macro without loading the variable that the prompt normally loads, then you can simply use * (or any other character of your choice) to tell the macro to proceed without loading the macro. This will require inserting an If..Then statement in the macro that will check whether your input is *. If it is, then the variable will not be loaded, otherwise it will be loaded with whatever else you enter.
Without seeing your macro, you could try clicking on the cog wheel of the prompt with list action the "untick" failure aborts macro.
I think the macro continues with whatever defaults you have set up.
Alternatively make the first of the selections have a "null" action that you can test for following the action.
Hey @tsolignani! - Here is my contribution to add to the list of viable solutions from @thoffman666 or @jonathonl . The PromptButton token has always served me well and gives me quick customization options. In this example, you can choose to show the list or bypass the list. Whatever you want to name your button, you just need to enter it in the contains or is or = to etc. area. I just lazily left it at contains. You are the boss, of your macro, so you can choose. And there are plenty of solutions to choose from.
If you Escape the action will fail. By default the macro will be canceled and you will be notified of the failure, but you can adjust that in the gear menu.