Whether you click allow or deny, it shot off a network request to a third party domain. This lets the third party know your browser's user agent, and if they have an exploit for your browser they will send a payload that compromises the browser with the intent of installing an adware extension.
It failed to install on the machine I made for it (Ubuntu18/Chrome) but it did manage to navigate me to an advert from the click.
The best I can think of is that it does 2 things:
1. Preserves the "true" allow/deny prompt for a time when the user will allow.
2. Lulls the user into a sense of security. The page is nice and/or their browser will ask about anything the page tries to do.
It also needs to seem legitimate so people click it but don't report it.
Sites with fake dialogs in my experience ask again the next time you open the page.
I take great pleasure in choosing ‘Allow’ in those custom dialogues and then ‘Deny’ when the native one pops up immediately afterwards.