are you sure you want to leave this page pop-up

That's just how the page is coded. It's not a pop-up, it's not an ad, it's a confirm window which is a code script that is run when the browser sends the signal to a webpage that it is closing (called "unloading" in coding terms). There's not much you can do to avoid it; you can send feedback to the website that does that.

Some sites just cause macOS to do that. No idea why. I can leave Microsoft's online solitaire card game site without getting that message on my iPad, but leaving the same site from my Mac generates this message every single time.

No way to prevent it, from what I can see.

FWIW, I have started to get that as well just recently (perhaps a week

ago) when I get to the New York Times page and then click the button

to login. All seems fine as I login and return to the home page. As others

may have suggested, it is likely some recent change in their site coding.

FWIW, I have seen that on occasion before but it was usually when

closing a window or tab and actually as far back as Sierra.

stevejobsfan0123 is most likely correct about the unloading.

I can leave the main page from my Mac where you choose a game without getting the message. From within a game, I get the message.

You'd think the iPad would get that message then, too. But it doesn't. Probably because while it is "Safari", it's a complete rewrite of the browser so it will run in iOS. You can't just drop Safari from a Mac into iOS and expect it to run. So, different code for the browser itself - different results.

Interesting. I don't get a popup with Safari, Chrome or Firefox. Maybe you have to be logged in?