I was disappointed it wasn't there.

In my experience, managers will complain but the users don't actually care and just want something that works.

They're mentioned in the dialog section.

Moreover, unlike dialogs they are immediately accessible.

Dialog was rushed in without fixing many problems it has because Chrome (and apparently other browser, too) want to remove prompt/confirm/alert.

Removing prompt/confirm/alert breaks the web for all sites making use of it going back to the JS 1.1, so that has to be a no go.