Ответ получен на Stack Overflow:
That dialog is not HTML, it's a JavaScript alert. You need to switch to the Alert and then Accept it.
Code sample
Sub Test()
Dim popup As Selenium.Alert
Set driver = New Selenium.ChromeDriver
With driver
.Get "http://the-internet....ascript_alerts"
.FindElementByCss("button[onclick='jsConfirm()']").Click
Set popup = .SwitchToAlert(Raise:=False)
popup.Accept
End With
End Sub