I agree; we use Capital One, and have never had a problem when notifying them of our travel. I place the alert online, and I doubt it even comes to anyone's attention until a transaction shows up.
As far as the banks telling you not to notify them, they're doing that for their own protection, not yours. You lose nothing if your credit card is hacked, they do. Yes, it's a pain in the tookus to close the card and get a new one, but financially, the banks take the loss, the cardholder does not.
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