Confirm and prompt are typically used to indicate a decision by the user. Natively, these functions stop javascript execution to wait for the users input, so that it knows what to do, but do not allow for customization. Non-native libraries do not have this ability to prompt the user for input, then wait for their response, before continuing the execution of that script. Callbacks are one way to circumvent this issue, but introduce new issues with scope and readability.
All I'm trying to say is that allowing custom defined objects to have the ability to block execution can be very handy in certain instances. I by no means was criticizing the alertify.js library