I have definitely received prompts for this a number of times in iOS 8.
However, I think Apple is trying to be clever with the warning dialog. I've gotten it several times on sites that try to redirect you to an app after a delay. However, I've been able to tap links that go to apps in the store without any prompting. I have a suspicion that Apple tries to detect where a redirect occurs as the result of a user action or not, and only prompts for the ones it thinks were not requested. This detection may not be entirely reliable, or sites may be implementing workarounds