Cannot exit the dialog menu

What this problem is related to? (e.g. Game / Launcher / Website / etc. ):

Describe the problem:
You can’t exit this dialog menu unless you choose the item.

What was the expected behavior?:
This dialog menu should have a cross that closes the dialog when you press it.

List the steps that occurred before the problem appeared:

Can you reproduce the problem?:

Operating System, Browser version, Antivirus, or any other related platform information (if relevant):

Screenshots/Videos (if available):