In IE9, the mixed content warning is not modal. It blocks insecure content by default, with a notification bar that allows the user to allow mixed content.
Yea, the mixed content warning in IE has been there since at least IE6 (likely earlier), but for IE8 they flipped the Yes and No choices probably because of exactly this, and as mentioned in another comment, in IE9 it is no longer a modal dialog at all.
At least Chrome's interface for this makes it less obtrusive than a pop-up dialog.