Currently any given command will either allow commands to execute while it is executing, or block/queue commands instead, if the "Allow other commands to execute while this one is running" is unchecked.
For certain commands, having an "Always allow this command to execute" option would be very useful.
E.G. a command that uses a plugin to control a media player (as is included in the example plugin template for Winamp), or a command that simply speaks the current time, which would not interfere with keypresses being sent or any other actions that require a specific uninterrupted chain of inputs to a target.
I have been wanting to request this feature for a long time, with a number of commands in different profiles that would benefit from it.
One in particular is a command that produces a sound when a spoken command is recognized for use in VR (by having an inline function execute another command containing a "Play a Sound" action); Currently that sound can be blocked if the executing command has the "Allow other commands to execute while this one is running" option unchecked.
EDIT (by Pfeil, obviously): Implemented.