Welcome to the incoherent side of Altium?...
I would guess these rules are more informational (i.e., run a batch DRC check to find cases), and for autorouting.
You could always use route for changing traces, never dragging them. I guess this is the PADS way, and some people are simply used to that. (Bothers the hell out of me though.. and probably you too?)
Personally, I don't worry about SMD entry, and there are other constraints that matter IRL but which Altium doesn't have rules for (in particular, thermal balance / spokes for small chips), so I do it by inspection anyway.
Tim