What if that pop up you shared had 2 options, each with 2 options as well?
Status: Import Only / Import and Enable
Destination: Original / Custom Group
So with 1 pop up we could decide both things and it would still trigger on any .kmmacros file.
Just to play devil's advocate: how are you going to know which of these to choose before importing the macro? 
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Fair enough and I thought about it too.
Right now, with the current macro, you can't pick, so you either do the right thing or you don't.
Looking at the images we share along with the file, sometimes we can "kinda" see if that's related to a specific app or not. For example if you are sharing a macro that is doing something global, or it only contains an AppleScript action, I know it goes to the Custom Group.
Sure, sometimes you may miss the target, but I would assume that most times you just won't. Whereas right now you will always miss it, because it's automatically doing it for you.
So I think it all comes down to having the user share that info along with the post, if the macro is supposed to be app related or not.
And that's why I think having a global tests group share by the forum users, where we know that the group should NEVER change to app specific, makes things easier. Then if we need to test with an app specific macro, we should test it inside a group with those settings.
Otherwise, if we want to always use that tests group and change the group settings, we should be mindful to revert it back to all apps.
Re-download the "Move Macros to "TEST" Group" macro. I think this should do what you want now.
If you disable the red action group, it will always move to the testing group, which is my preference.
But if it does move it to the tests group by default, what if the macro being shared is app specific? Let's say I shared a macro I created inside my Safari group?
If you download it and it moves it to the tests folder which is set to all apps, what happens?
Will the macro not work, or will the group change to Safari only?
That's never bothered me. If it bothers you, don't disable the red group.