I copied a file from the ftp-Server by drag'n'drop onto my Desktop (OS X 10.8.2).
There is always popping up the little dialog to inform me about already existing files, which works flawless, if there are duplicates. But it pops up if there is no file of the same name nonetheless. I made a screenshot of the empty dialog.
Hitting 'Fortsetzen' or I assume 'Proceed' and everything is just fine. But I assume, there is just a suppression of the dialog needed if the duplicate list is empty.