Actually, I think this is a massive improvement and avoids the problem with cross-references. This one changes the number format of the field itself so the brackets are part of the field itself.
Code:
Sub AppendixParensIntegrated()
' Charles Kenyon and Andrew Lockton using code from Graham Mayor
' October 21, 2021
' https://www.msofficeforums.com/word/47835-putting-parentheses-around-sequence-number-caption-label.html
Dim oStory As Range, oFld As Field, iCount As Integer, aRng As Range
On Error Resume Next
For Each oStory In ActiveDocument.StoryRanges
For Each oFld In oStory.Fields
If oFld.Type = wdFieldSequence Then
If oFld.Code Like "*Table*" Then
oFld.Code.Text = "SEQ Table \# ""(#)"" "
iCount = iCount + 1
End If
End If
Next oFld
Next
ActiveDocument.Fields.Update
Set oFld = Nothing
Set oStory = Nothing
On Error GoTo 0
MsgBox iCount & " instances bracketed.", vbOKOnly, "Macro complete"
End Sub