A treadmill will tell you that 32 minutes of walking burned 284 kcal. Three digits of confidence, right there on the console. It looks like a measurement. It is a calculation from a handful of assumptions.
The number is not useless — it is just much less precise than the display suggests, and it overlaps with a part of your TDEE estimate you have already accounted for.
Where the number comes from
Most machines start from your body weight, speed and incline, then apply a population equation for the cost of that movement. They often include resting metabolism for the time you were on the machine, and they rarely know your fitness, gait, age, or how much you held the rails.
Independent comparisons regularly find double-digit percentage errors in either direction. A device can be well off on a given session and still be working exactly as designed.
The double-counting problem
Your TDEE estimate is basal metabolism multiplied by an activity factor. That factor already describes a week containing your usual training. If you then add the treadmill figure on top and eat it back, the same movement gets counted twice.
This is one reason a stated deficit can quietly disappear without anyone changing a recipe.
A cleaner way to use it
Treat the console number as a relative marker: today versus last week tells you roughly whether the session was similar. It is not a food budget.
If you want to know whether your overall estimate is right, two weeks of stable intake and a weekly average of weigh-ins tell you far more than any machine readout. Adjust once by 100–200 kcal, then repeat.
When the display is worth more attention
Long endurance sessions, a big jump in weekly volume, or a job that changes how much you move all day are real changes — but they belong in the activity level, revisited after a couple of weeks, not in a daily calorie refund.
The machine is good at keeping you company. Let the two-week trend do the accounting.