I’ve never seen an alert either, but I’ve seen plenty of sites and pages that only work in Chrome. Just yesterday I was trying to pay a credit card bill and the page kept breaking in Firefox. Out of desperation I tried it in Chrome and it worked.
I've almost exclusively seen them on "luxury" apartment websites, where they're completely ignorable . oh, and tidepool, a diabetes data visualization website, where it is actually required.
There are a few government website where I live that block Firefox, although those are just checking the user-agent so easy to work around.
And yes I complain all the time about it.