The different behavior is because of the clipboard event accessibility under different browsers. Under IE, clipboard can be accessed from client-side code and therefore the RadEditor mechanism can paste directly without any additional popups. The prompt shown is a native IE popup that enables user to accept or decline the access to the clipboard.
All this is depended on the browser and there is no possible way to achieve a more consistent behavior.
Also, you can read more about this in this help article—http://docs.telerik.com/devtools/aspnet-ajax/controls/editor/managing-content/pasting-content/overview
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