There doesn't seem to be a global 'undo' for some actions made by ASAP Utilities

Most, but not all tools in ASAP Utilities have an undo

We didn't just turn-off the undo or something like that; Excel (even the most recent version; Excel 2019/365) has no built in automatic undo for macros.
We are aware of the importance of global undo capabilities and have provided undo-functionality for most of the tools in ASAP Utilities.

Because many, but not all tools in ASAP Utilities have an undo it is a good practice to try out ASAP Utilities with non-critical data before relying on it. Or save your work before you try something new with ASAP Utilities.

No undo in macros by design of Excel

By design Excel nearly always clears the undo when you run a macro. ASAP Utilities basically is a bundle of many macros. If you run a macro you will see that the undo-history is reset and the undo-button is disabled.

To enable undo for macros we have to write our own undo routine. Usually this is a routine that stores the settings before running the macro and sets the undo to run another routine that restores the original settings. Excel doesn't allow multi-step undo for programmers so only the last action in ASAP Utilities can be undone (if available).

If you need to undo changes that were made prior to running an ASAP Utilities tool that does not have an undo, then the only option is to close the workbook without saving. This will revert back to the original version, but all changes made during the session will be lost.

Depending on the tools in ASAP Utilities some of the custom undo-routines are relatively simple and have been implemented. However some of the operations require complex undo-procedures that have not yet been implemented because they are simply too difficult or complex to create.

Since ASAP Utilities is under constant development perhaps the undo you are missing right now is implemented in the next version.

References

• JKP Application Development Services: Creating An Undo Handler To Undo Changes Done By Excel VBA
• Microsoft Community: how to undo after creating a macro in Excel
• Office Dev Center: Why does Excel not allow "Undo" after a VBA execution?