I hear ya, I love incognito mode.
keep an eye on the non-incog one and let me know how often you get it. And if you ever see the second image next time you DO get it. And let me know if you did anything differently. Clearing cookies, etc could cause it too.
When you click on the X on the right side when you see it
Have you made sure you clicked on the "Never ask me again?"
I use firefox and have never been asked again after I said not to. I just downloaded chrome for these screenshots and if you've done this and you're using chrome, let me know...