Not just on Windows. Modern web pages are full of cookie banners, sign-up-for-newsletter banners and please-sign-in-with-facebook banners. It's become a sport to ignore what's in popups and quickly find the right place to click to get rid of them (an OK button, a little "x" in the upper right corner, ...)

Which is a bit ironic since there was a time where browsers would routinely open popups in new windows, upon which it was immediately misused by ads, upon which browsers implemented counter measures. We're just in the next iteration of this.

There is no visible "OK" button on a SmartScreen reputation warning.