"You are about to leave…" prompts in mobile apps?

Some native mobile apps present a confirmation prompt when a user action will take them out of the app (e.g. opening a URL out-of-app in the native device browser or tapping on a street address to launch navigation directions in a mapping app etc.). However, most apps don't do this.

I've heard of non-technical or novice app users that have difficulty understanding the 'jump' when they initiate an action that takes them between one app and another. Sometimes they aren't clear on how to get back (although this seems more likely on iOS than Android, due to the way the OS handles this situation).

There's a similar question here but I'm looking for some research around this: either someone with personal experience of user testing in this area, or else some research results. I would imagine the findings would be something like, "Most of the time people find these kind of prompts unnecessary and annoying, but in situations such as [x], [y] and [z], [this percent] of [these types of users] found it helpful because of [these reasons].)

Does anyone have or know of anything like this?