Impossible to add 2 different confirmation forms to one single entity type

Right, but you can add logic to your form to check the bundle?

Absolutely.
But what will happen if 2 independent modules want to define a confirmation form for same entity type?

For example, in module1.module:

/**
 * Implements hook_entity_type_alter().
 */
function module1_entity_type_alter(array &$entity_types) {
    ...
    $type->setLinkTemplate('state-transition-form', '/node/{node}/{field_name}/{transition_id}');
    $type->setFormClass('state-transition-confirm', RequestConfirmForm1::class);
}

For example, in module2.module:

/**
 * Implements hook_entity_type_alter().
 */
function module2_entity_type_alter(array &$entity_types) {
    ...
    $type->setLinkTemplate('state-transition-form', '/node/{node}/{field_name}/{transition_id}');
    $type->setFormClass('state-transition-confirm', RequestConfirmForm2::class);
}

state-transition-confirm will be overwritten.

Yes and? There are always solutions to ensure your override comes last? Via a hook_module_implements_alter() for example?

Thank you!