Did the Buddha meant to be attentive all the time or is that just an ideal to strive for?
If we are attentive and feel sensations do we always see the impermanence in them? So first to recognize what is going on in- or outside and then seeing the impermanence and potentially the unsatisfactoriness in them, right? But wouldn't that decrease pleasures in certain activities/objects?
That is two questions. I'll answer the second.
Things are not unsatisfactory in themselves because they don't have selves. Anicca is the flip side of Anatta (non-self). Because things are made entirely of other things and aren't independent self-entities if any one 'thing' in the universe changes then everything changes because it all interpenetrates. This is the middle way between existence and non-existence - a big debate in Buddha's time and ever since!
Dukkha (third of the three marks of existence) is what arises when we deny Anicca-Anatta. If we truly see/embrace/understand/know Anicca-Anatta then we are in Nirvana - which is nice not nasty.
So in practice we look deeply and see Anicca-Anatta which feels good. Nothing changes. Ice-cream still tastes yummy but we can see that it, along with our tongue, is impermanent and is also a product of the whole universe. Without impermanence the ice-cream would never have frozen and wouldn't melt. Without non-self the ice-cream couldn't become part of us. i.e. Wholesome pleasures increase in breadth and depth as we see them deeply.
Yes. One should be in constant awareness seeing impermanence as you mentioned.
Yato ca bhikkhu atapi, sampajannam na rincatiatapi, sampajannam na rincati; tato so vedana sabba, parijanati pandito.
When a meditator, striving ardently, does not lose sampajanna, the thorough understanding of impermanence, even for a moment, such a wise person fully comprehends and experiences all sensations by exploring the entire field.
By constantly observing the sensations in the body, one experiences the arising and passing away. This constant observation of the body sensations based on the realisation of impermanence is sampajanna.
The pleasure or gratification one gets from sense objects are temporary and end in unsatisfactoriness when it changes. By not seeking pleasure in temporary things you are trading lesser pleasure for a more lasting and higher pleasure of Nirvana. Until you get there at least you are not in emotional rollercoaster if you see impermanence.
Not seeking pleasure is that you do not react to sensations mentally noting their impermanence. For house holders the the restain one should practice is the 5 precepts. You can seek pleasurable things within this confine. But while doing that if you practice insight a time will come where you will start giving up on things you might consider thrill seeking. But this should be a gradual process. This should not be an ideological or philosophical belief that you should give up on such activities, in which case it is attachment to a concept or ideal, which on itself in not ideal as it will result in misery.