Dismiss dialog windows by hitting ESC

I'd like to be able to dismiss / close dialog windows by hitting ESC.

For instance, I'm editing some text, then select some words, and want to add a link to some external website for that selection.
I click Link > Web Page, then the dialog appears, but I change my mind and don't want to add a link, so I hit "ESC" to quit the window without any action, but it doesn't work.
Instead, I have to use the mouse and click on the cross to close the dialog.

For guys loving the keyboard more than their mouse, that would be great if ESC were supported in all the dialog boxes everywhere