The Advanced Closing extension is the best tool to customize the popup closing in diverse ways:

Dismiss on "esc" key
Show "close" button
Dismiss on overlay click
Disable popup closing

The extension is paid which is included in the bundles or you can purchase it as a single extension.
The feature is available in the Close Settings section in the popup options, with these fields:

Dismiss on "esc" key
This way the popup will be closed once the ESC button on the keyboard is pressed.

Show "close" button
If you check this, you will be able to show a close button on the popup.
Here are some options included:
Button delay - Set the timing (in seconds) on how long you wish not to show the close button
Button position - You can select the position by selecting button-right or button-left and choose you desired pixels.
Button image - Here you can select any button you wish for closing the popup or leave the default one according to the theme.

Dismiss on overlay click
Once you check this, the popup will be closed if clicked on the overlay.

Disable popup closing
This way, the visitors, won't be able to close the popup.

Also, you can find the other option of it in the Design Section with these fields:

Enable popup overlay
If the option is checked the popup will be shown with an overlay. If you uncheck it, you won't see any overlay.
Once it is checked you will see these options:
Overlay custom css class - Add your desired custom CSS class
Change color - Great way to change the overlay color, which you can match with the color of your popup
Opacity - This way you can change the opacity of the overlay so that the content will be more visible or more faded

Please also see the gif below in order to visualize the steps:
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