Call a sequence $A_1 \supseteq A_2 \supseteq \cdots$ of subsets of $\mathbb{Z}$ confining if for all $i$ we have $A_i \supseteq A_{i+1}+A_{i+1}$. (Let us insist that the $A_i$ are symmetric and contain $0$.) Obviously if the $A_i$ are all subgroups of $\mathbb{Z}$ then the sequence is confining. But they don't have to be subgroups, for instance the sequence $B_i := 2^i \mathbb{Z}\setminus\{\pm 2^i\}$ is confining since the "missing" points $\pm 2^i$ are not in $B_{i+1}+B_{i+1}$. Call $(A_i)$ strongly confining if there exists $k\ge 0$ such that for all $i$ we have $A_i\supseteq \langle A_{i+k}\rangle$. For instance, in the above example $(B_i)$ is strongly confining using $k=1$, since the missing points $\pm 2^i$ are not in $\langle B_{i+1}\rangle$.
Question: Does there exist a confining sequence (of symmetric subsets containing $0$) that is not strongly confining?
The motivation here is to try and find an example of a confining subset in $\mathbb{Z}\wr \mathbb{Z}$ that is not equivalent to any confining subgroup, where now "confining" is in the sense of Caprace-Cornulier-Monod-Tessera (in JEMS) and Abbott-Balasubramanya-Rasmussen (in Adv. Math.).