If you want a request sent after a confirmation dialog is shown it's up to you, via client code, to do that. The browser will not take any initiatives for you there. On its own it only can tell it must send a request when a form is submitted, a link is clicked or a new address or search query is submitted. That's it. Other than that, it never knows.
So the answer to your question really is: Whatever happens after a user makes a choice in a confirmation box is on you. It's your code's responsibility to take appropriate action.
It really all depends on your app design and requirements. If anything, pressing either OK or Cancel may even not lead to a query being made at all!
Page.IsValid, if you look at the documentation you'll find out that this tells if the validation server controls are all valid within the page. Depending on what you're trying to do here this might not even be related at all.
I hope you find that information useful.