When I add Validation VBA code, I cannot undo

Dear Experts,

Whenever I add the Validation code in my function, I cannot "Undo (CTRL +Z)" without changing worksheets. The worksheet changes to another one without really "selecting" the other one, if you know what I mean. It does "undo" but it changes worksheets. When I remove the code, it simply goes back the regular excel without flaws.

With Sheets("Wine Stock").Range("B" & rowNumber)
    With .Validation
        .Delete
        .Add Type:=xlValidateList, AlertStyle:=xlValidAlertStop, Operator:= _
        xlBetween, Formula1:=xString
    End With
End With

What can I do???

Thank you

If I may also add, I am using a UDF to make the validation list. Does that have an impact on the Undo?
ALSO! I am using a couple of Worksheet_Change functions in some worksheets, do those have an impact?

Thank you! Please try to solve this issue because I did not find any solutions of it online!