Not sure if this is connected to a similar thread (the one about proofs), but I am seeing this same thing with other dialog boxes that take you into details, like this one below. The only way is to click on the grayed out background, but that additional click will sometimes navigate you away from what you were looking at. I appreciate having the visible "X" in the top right corner on anything that pops up on screen.
Jennifer Ching Robert Half International Inc.