Generally, pressing [esc] while in filter view will change the dialog back to the sink list view. If you use [tab] to go down the sink list in filter view and the press [esc] the key press is not caught and the dialog will actually close.

You can reproduce this as follows:
1. Open the MR dialog.
2. Select the search input.
3. Press [tab] until you are selecting some sink.
4. Press [esc]. At this point the dialog closes when it should just return to the sink list view.