This happens if you have set your privacy settings to delete cookies and data when you exit Chrome.
It appears that Chrome is using a data entry to remember that "Ok, got it" and that Chrome's own privacy settings can block that entry.
This seems like a complete no-brainer, must-fix, stupid-mistake-in-the-first-place type issue.
BTW: adding google.com (and in my case also google.co.nz) to the exceptions list doesn't fix it... so not only is Chrome blocking it's own data, it's not named properly either. Great.
Source: http://productforums.google.com/d/msg/chrome/-NIr32B-cJk/zhI3Ns33UTYJ