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We assume that the \\(\\Gamma \\)-action is micro-supported, i.e. for every non-empty open subset \\(U \\subseteq X\\), there is an element of \\( \\Gamma\\) acting non-trivially on \\(U\\) and trivially on the complement \\(X \\setminus U\\). We show that, under suitable assumptions, the existence of certain commensurated subgroups in \\(\\Gamma\\) yields strong restrictions on the dynamics of the \\( \\Gamma \\)-action: the space \\(X\\) has compressible open subsets, and it is an almost \\(\\Gamma \\)-boundary. Those properties yield in turn restrictions on the structure of \\( \\Gamma \\): \\( \\Gamma\\) is neither amenable nor residually finite. Among the applications, we show that the (alternating subgroup of the) topological full group associated to a minimal and expansive Cantor action of a finitely generated amenable group has no commensurated subgroups other than the trivial ones. Similarly, every commensurated subgroup of a finitely generated branch group is commensurate to a normal subgroup; the latter assertion relies on an appendix by Dominik Francoeur, and generalizes a result of Phillip Wesolek on finitely generated just-infinite branch groups. Other applications concern discrete groups acting on the circle, and the centralizer lattice of non-discrete totally disconnected locally compact (tdlc) groups. 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