Interest in methods that estimate speciation and extinction rates from molecular phylogenies has increased over the last decade. The application of such methods requires reliable estimates of tree topology and node ages, which are frequently obtained using standard phylogenetic inference combining concatenated loci and molecular dating. However, this practice disregards population-level processes that generate gene tree/species tree discordance. We evaluated the impact of employing concatenation and coalescent-based phylogeny inference in recovering the correct macroevolutionary regime using simulated data based on the well-established diversification rate shift of delphinids in Cetacea. We found that under scenarios of strong incomplete lineage sorting, macroevolutionary analysis of phylogenies inferred by concatenating loci failed to recover the delphinid diversification shift, while the coalescent-based tree consistently retrieved the correct rate regime. We suggest that ignoring microevolutionary processes reduces the power of methods that estimate macroevolutionary regimes from molecular data.