The Escape button does not close certain Dialogue boxes, but closes the Create New World screen

The Escape button does not close certain Dialogue boxes, but closes the Create New World screen.

Dialogue boxes affected:

1. You cannot earn Achievements
2. This Is Dangerous!
3. Download and activate pack?
4. Downloading & Importing

How to reproduce:

1. Go to one of these dialogue boxes
2. Press Escape
3. Observe the game closing the Create New World screen

Observed Results:

It closes the Create New World screen

Expected Results:

It should or should not close the Dialogue boxes