Hi Bill,
Is there an "X" to close the modal or do they simply click outside of it to exit (or are both options available)? Without some sort of an action to capture (i.e., a click), it will may be difficult to measure. You could enable pathing on the preceding action (i.e., capture the click that opens the modal and store in a s.prop), then capture any subsequent action such as a page view to tell you where they're navigating to after opening the modal. That way even if you can't measure the specific action taken to close (or exit) the modal, you could at least see where they are (or are NOT) going next.
Hope this helps...
Randy