Wow.. I just found out a property like this already exist.. Found it in the chat window which doesn't cloes with the close key..
If you want a window with a WC_CloseButton to ignore the escape key add a property to the Window Page (Check mainchat for an example)
allowcloseontop = false
If you want a window without a WC_CloseButton to responde to the escape key do the oppisite
allowcloseontop = true
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