Holy cow, I wrote a book!
If such a notification were generated, ill-behaved programs would just react to a
click on the balloon's "X" button with an annoying follow-up dialog like, "Are you
sure you want to ignore my wonderful message?" So there was a conscious decision not
to give them the chance.
In the Before Time, software was trusted not to be actively evil, not to second-guess
a user's action, not to invade a user's private space.