What absolutely annoys me about this feature is that there are shitty ads which throw this dialog in a loop, making it virtually impossible to close them.

In which browser? Modern implementations shouldn't even make that possible.

Chromium on Linux. Maybe they play some tricks with refreshing or redirecting to make the browser show this dialog again on the next attempt to close the tab, if the browser wouldn't normally do that. Unfortunately, I didn't investigate and don't have links.

I see it on Firefox. Now that you mention it, it seems to happen less often lately. Maybe I am looking less at shady sites or they have changed something.