Oh wow! Thank you so much for this detailed response, that's about the best answer I could have asked for.
For clarification to the situation: I am asking the user what they'd like to do with the app's local datastore that was imported from CloudKit after an iCloud account change (initiated from a NSUbiquityIdentityDidChange notification; there's a few situations in which I need to explicitly have the users response for how to handle the local data such as merging or replacing). It's a weird sort of alert because the message isn't necessarily tired to any window's content, but the app as whole.
Theoretically, I could surface this message on all windows and dismiss it when a choice has been made on one of them, but I'd really like to avoid going that extreme :x