Well you could do this on the second keyboard that was plugged in. In normal use my machine has an HID keyboard already attached, so attaching a second one would both be unusual, and the first one would still be around to confirm or deny the input.
Until one day you see a hilarious Reddit post that makes you spit out your coffee and your keyboard stops working. Then you plug in a new one and have no way of making it work.
Unplug the broken one first, so that when you plug the new one in the OS knows that it doesn't make sense to display a prompt because there's no keyboard to confirm it with? You'd probably want to do that anyway if you'd spilt coffee on it.
Small price to pay for usb security. Also, if your only keyboard stops working, wouldn't it accept the next keyboard by default because there isn't one connected?