I came here just to say what you just said. It would also be awesome if it could close pressing E, before then opening the regular 'E - window'. I have managed to quit my map several times from pressing escape and then attempting to leftclick something else, but then instantly quit -.-
Support to be able to do this was only added to the game in 0.16, and I'm fairly sure that I did fix it for this new version of the game back when it first went experimental.