Nope, no problem here. If I had the option I'd probably re-configure things in my HUD a bit, especially since VR makes the depth of field that much more noticeable. But nothing has ever physically hurt me.
Lots of things on the 'ED list of annoyances', but this and other 'To Close' popups are way way down there, certainly on my list, and i assume the devs too, although i have no source for this and it is pure speculation