Inconsistent options for closing things

## Expected Behavior

All modals/popups/things (e.g. `Quick add rule`, Search Filters help info, search query loader+saver, `Edit input`, maybe even an unpinned sidebar) should have consistent ways for a user to close the thing: both `Esc` (quick and easy keyboard approach) and some sort of click-based approach (`Cancel` button, etc.).

## Current Behavior

There is inconsistent behavior throughout Graylog. For example, these do _not_ support using `Esc` to close:
* Search Filters help info
* also requires explicitly clicking back on the `?` icon...
* (Search Filters) `Load filter`
* Search query loader+saver
* Unpinned sidebar
* as mentioned, this one is a bit different but would be nice to have-- and/or a "click off minimizes" behavior
* (Widgets) `Edit`

... while these (for example) support `Esc` and the click-based approach:
* (Search Filters) `Create new filter`
* `Edit input`
* `Edit pipeline details`
* (Stream) `Quick add rule`
* Archive `Catalog Filenames Export`

## Possible Solution

Standardize on supporting both `Esc` and a click-based action to close a modal/popup/thing.

## Steps to Reproduce (for bugs)

1. Click the things above and try to `Esc` to close/minimize

## Context

When working in Graylog I open things and then need to close them without action/modification. `Esc` is a convenient way to accomplish this, but support for that is inconsistent across components.

## Your Environment

* Graylog Version: 5.0.2
* Browser version: Firefox 109