Firstly, I think you are confusing Agile with Scrum. Agile has no sprints. Scrum does.

Second, Agile was conceived as an antidote to plan-driven or predictive methods, not an evolution. That said, waterfall has its place in certain environments and situations and types of work. Software product development - which is what agile was conceived for - is not one of them.

Lastly, sprints are NOT micro-waterfalls. If that's the way you are running them, then you are utilising a waterfall mindset in an agile environment. There should never be a step-by-step process within sprints. Planning happens at the start, and the review at the end, sure. But execution and testing occur simultaneously throughout the sprint.

Please read the Scrum Guide. It appears you are misunderstanding the intentions of agile.