close window by ESCAPE

[forrestjgq]

@errissa I saw ESCAPE will close the window by #3992

Would you consider more about that action? As a platform, it might be reasonable to let the user decide the interaction like capture the key event and close window manually.

I notice that issue because I migrate my project from 0.13 to 0.14 and all ESCAPE I used as shortcut is not working now.

[joseph-sch]

I second this request. When I open a dialog, if the user presses Escape with the aim of closing the dialog, it closes the whole application.

I tried to catch the Escape key and I see that the callback set with Window.set_on_key is called when the Escape key is pressed, but whether the callback return True or False, the application closes after the callback returns.