It would feel more "natural" if hitting Esc closed a card window.
Idea: when the Window Style is Card, add a "Close via Esc" checkbox to the Window Options of the New Window dialog.
This would result in less confusion/frustration for users, since Esc closing card windows is a more typical/expected behavior in other applications.
I realize that working around this is possible via script triggers but that's not ideal.
See Custom Menus should allow more Keyboard Shortcuts for an alternate solution.