Nope, there's not a close button. The modal popup follows the pretty standard convention of greying out the background. If you click outside the area of the popup, it closes.
We're using the JQuery modal view which doesn't have a close button by default. We'll add it to our to-do list to investigate adding a close button, as I agree it would be nice. Unfortunately, it's not an easy code change that I know of right now.
Hope that explains, even if it's not exactly what you're looking to hear.