The reason they are concrete is because they are not meant to be saved as individual objects themselves meaning you will not have a top level page of class Embed-ActionData, but there might be a top level page pyPortal of class Data-Portal which might have a pyActionQueue pagelist with pages of class Embed-ActionEntry.(refer to DoDesktopAction activity).
So the idea of Embed- classes is to reuse those classes for embeding data across a lot of stuff pega does across the various other main classes like Rule-,Data-,Link-,History - etc.
Now if you still feel , Embed-ActionEntry can be a abstract classas it is never saved in silo as a top level object, think of this situation :
pyWorkPage (ABC-XYZ-KLM-Work-MortgageApplication) is your top level page which has a Customer page (ABC-Data-Customer) and which has a page list of assets Assets(ABC-Data-Assets-) at design time.
Now when you create a Mortgage application (pyWorkpage),you would save a list of customer assets with each asset being a particular type like RealEstate(ABC-Data-Assets-RealEstate),LiquidAssets(ABC-Data-Assets-Liquid) etc. but your assets pagelist will not have an instance of abstract class(because abstract class cannot have an instance) at runtime when you wish to save the object(Mortgage Application).
Just to wrap up, a class is defined concrete not just assuming you would always save an object of that class in silo.Hope this helps.
I think ideally all Embed- sub classes should have been marked as abstract. But even if Embed- sub classes are marked as Concrete it does not make much difference (from instance persistence perspective) as Pega seems to be having internal check to not to save those instances if class is inherited from Embed-.
For example: Guardrail warnings (Embed-Warning) are stored as embedded pages in a rule page. Though Embed-Warning is delcared as concrete, it could have been declared as abstract and still have warnings persisted as part of rule instance!
Help text for Class rule:
If this class is to have persistent instances, select Concrete. (You can't select Concrete if the class name ends in a dash.)