I have watched users blindly click past dialogs that must have been showing up for them daily for years without ever showing the consciousness to click the "Do not show me this again" checkbox that has always been on that dialog.
That's good. They do that because it's easy to misunderstand the question. Closing the premission request is almost always the safest response. In this case, it would be the same as "Deny".
Now we're talking about manipulative UX. I would even go as far as to call that "malware".
The original discussion was on the level of "assuming we can trust the OS that it's not trying to trick us, this dialog helps us decide whether to trust the app." As we have seen in the past, Windows no longer upholds this assumption.
User testing revealed that most users clicked the little cross in the top corner.