People coming from other macro programs occasionally express this desire.
Keyboard Maestro has no hierarchy of triggers because Keyboard Maestro has a rich set of ways that macros can be activated and deactivated, so there is no clear way to distinguish when a macro has sufficiently more priority than another to make it override rather than ask.
For example, say you have:
Macro Group “Everywhere” which is Always active.
Macro Group “Finder” which is active only in the Finder.
You would have the macros in the Finder group override the macros in the Everywhere group. OK, but now what happens if you have a macro that explicitly activates and deactivates the macro group “Everywhere”. Now, say the macro group Everywhere is currently deactivated, and you do the sequence: Activate Macro Group Everywhere, F13 - and that would trigger the macro in the Finder group without asking which would be unexpected in this case.
It could be taken further, say it only applies explicitly to the Global Macro Group - a special case group I really don’t like, but exists to have somewhere for new macros to be created if no group is selected, and which are always active. Ok, so say I implement this, and the Finder group overrides that macro in the Global Macro Group. But then you decide, hmm, I don’t want my global F13 macro to operate when I’m playing Kerbal Space Program, so you make a new macro group that excludes the game and put your macro in there, and now unexpectedly it loses its “specialness” and you get the conflict that was being hidden before.
Better (at least in my opinion) is to accept that all active triggers are equal, and to design your macros with that in mind, either using appropriate macro groups to control the activations, or If Then Else on specific macros, depending on what is appropriate.