The option to whitelist operation already exists as you probably know, for all the operations that do not require the 'active' authority. I haven't bought punks myself (tried too late ^^) but I'm guessing buying/selling them on the market use the active key, and the same goes for Splinterlands.
If we'd allow whitelisting for active key, the security of your account could be seriously compromised, as it would only take one bad actor to be whitelisted to completely empty your account.
I understand validating repeatedly can be annoying, but compared to how risky the alternative is, I think it still makes sense.

Great product, i think this is better than metamask. Maybe I didn't see it, is there an option to use a dex built into Keychain? Metamask for example has a program that has 5 or 6 different dexs built into it, so i can swap using a metamask interface and it does the swap on uniswap(no reason to visit the uniswap website).

Glad you like it! We have this kind of features in our backlog. Once all the core features will be ready both on extensions and mobile, we'll start working on swaps and others.