If such a notification were generated, ill-behaved programs would just react to a click on the balloon's "X" button with an annoying follow-up dialog like, "Are you sure you want to ignore my wonderful message?" So there was a conscious decision not to give them the chance.
In the Before Time, software was trusted not to be actively evil, not to second-guess a user's action, not to invade a user's private space.
Over the years, we've learned that this was a naïve position to take. So now, when we decide that something is an end-user setting, we actively avoid giving programmatic access to it, so programs won't be tempted to weasel themselves into it.