That is expected now, due to the recent changes in blizzards API, you now get the sequence, save it, and then type GSE > keybinds, and set a keybind for your sequence. Once done this removes that keybind from anything else, and only for that sequence.
if you want the keybind back to wow, you remove it from keybinds in GSE FIRST, then set it back in wow, hopefully that was clear.
Oak has great video on this
GSE 3.2 Intro and Tutorials - UPDATED TO GET UP & RUNNING IN PRE-PATCH - Lazy Macros / How To’s - WoW Lazy Macros