StackOverflow and the StackExchange sites have one. Not sure how you define “sketchy sites” but the practice is pretty widespread among sites that are regularly linked on HN.
I get a popup every single time I visit Stackoverflow because I click reject all every time.
Just checked again (not even incognito) and it's there.
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They are the worst of any collection of sites I regularly use. They take up a quarter of the screen, refuse to remember your opt out choices from day to day, regardless of whether you are signed in or not, and don't respect your choice when you go between different StackExchange communities.
