This is becoming one of the more commonly requested features. It would require some new workaround/hack in the engine, but I think for mouse users this is definitely an important change to make. I developed mostly using keyboard or kb-mouse hybrid, so tended to use ESC; this is something it's good to have feedback on to see what other types of users prefer.
That's an interesting (and pretty cool!) second solution you pose, though it might make more sense for everyone if I just figured out a way to enable clicks anywhere. It might take longer to implement though because it doesn't fit into the existing architecture (which is why it doesn't do that already), and there are so many different UI window configurations that we'd have to make sure it didn't break something, or make something else less intuitive...
It's in the near-term TODO list!