I'm not sure there's a great reason to block the UI with an Alert. But I also can't remember the last time I saw one except a really horrible AP tool by GXS which uses an alert to tell me my browser won't work on their site. (which of course it does once I switch my user agent string to one they like).

Now this isn't a great use but its one maybe acceptable use if my browser really didn't work on their site.

Confirm dialogs particularly around destructive actions are decent use cases for UI blocking.