Ugh, it's the worst! That loud beep is like a fire alarm just for your kitchen. It sends me into a total scramble every single time. You're right, recipes never warn you about the mad dash it causes. I've burned myself too, grabbing the basket bare-handed. The machine acts like the food will vanish if you don't get it that second. It turns a nice meal into a stressful race.
I started keeping the tongs and a trivet right next to the air fryer before I even turn it on. That way when the panic beep happens, everything I need is already in hand. I don't have to search and risk grabbing something hot. It really cut down on the last-minute burns.