vbApplicationModal is 0, so actually it really doesn't do much for you. It would really only be there to remind you or someone else reading your code that the modality of the message box is at the application level of Excel. Compare to vbSystemModal which puts the message box on top of all applications, not just Excel.
<font face=Courier New><SPAN style="color:#00007F">Sub</SPAN> ModalMessages()
MsgBox "Hi, switch to another app and I disappear.", vbExclamation + vbApplicationModal, "Application Modal"
MsgBox "Hello, switch to another app and I don't disappear.", vbInformation + vbSystemModal, "System Modal"
<SPAN style="color:#00007F">End</SPAN> <SPAN style="color:#00007F">Sub</SPAN>
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