I remembered about halfway through the play today that the Escape key also closed the dialogs. It was faster than "never mind" but the escape keys is kind of out of the way. It is not intended for regular use. It forced me to shift out of normal keyboard fingering.
Click-off would work ... I think we haven't thought of that before since almost all of us play the game with just the keyboard (so esc is not so far away and arrow keys to the menu options work).
Also, maybe we'll see about old Windows-style underlined first letters of the verb menus where you can shortcut to that letter to perform the verb ("n" to skip to "never mind"). Curious: where does "c" or "v" come from?
I think C and V are the copy and paste keys.... though when I first read that, I was instead thinking control, option, and command neighborhood, not actual letter keys.