Except there are lots of people, like some of my relatives, who would freak out when that second screen came up and would have closed it even with those instructions. Again, Microsoft's own design rules state and hitting the X to close the window is not the same thing as hitting the okay button. This has always been true for the eco-system, except if it was a virus from a hacker site. This next screen coming up tells Jane Doe, who uses computers for email, Facebook, and family photos, what? They suddenly see that closing a windows now means Okay. The link says to cancel OR reschedule. At this point this user has no idea what to do, they close it and figure they'll call their computer friend in a couple days for help. Unfortunately, now it's too late, unless the rollback works.
Sorry, but it is coercive and antithetical to Windows own developer specs.