That's a habituation to the reality of the Win32 style — "Find reached the end of the document | OK"
Users don't have an a priori instinct to dismiss dialog boxes out of spite — on the contrary, the elderly noob reads every one carefully as if the wrong choice would actually destroy the chair beneath them. A new dialog box like that would ruin their day, and mine when I get their panicked phone call now that they've gone off script. If they ever do build a mental model of the UI, they'll have learned otherwise.