Windows will only pop up a notice if the drive actually reports it is failing. Drive manufacturers are understandably hesitant to program the firmware to report this unless the problem is really bad, because to do so would just mean more warranty costs for them.
I saw a Ford truck with two dead cylinders and no check-engine light. The ECU simply shut off the injectors for those two cylinders and never bothered to warn the driver, who drove around like that for a whole year. If they can delay the check-engine light for long enough, it can fall out of warranty and will no longer be their problem. As you'd imagine this was quite rough running, plus economy didn't improve with the dramatic decrease in displacement as all of the extra oxygen pumped into the exhaust simply caused the mixture to adjust to full rich