Personally I think it would be great if any active window with a "Close" or "Cancel" button was closed/cancelled with the Escape key.
This is consistent with a huge number of apps in everyday use, including how modals work on websites too.
Is it possible to get this included? I know that it already works sometimes but not consistently and again, personally I think these kind of features (like the Ctrl+Enter for commit messages that was inexplicably removed) make an app far, far better.