Sorry I couldn’t agree less, if they are going to show a popup (without the user changing the settings), showing that popup just once is totally crazy. If you go to a malicious site you get the popup, go back later or to another malicious site and not give an alert popup would give the user a False Negative. They believe the site/s are clear or the initial popup was an False Positive.

One of the most common popups on malicious sites is the URL:Mal popup and as Jiří Šembera mentioned, these usually come at regular intervals. They can also be an indication that you have an undetected or hidden malware file on your system that is trying to get out to connect to a malicious site.

EDIT: Typo.