Closing "Warning!" pop-up by Cross icon doesn't interrupt the request

**Andy** ([Bug 64668](https://bz.apache.org/bugzilla//show_bug.cgi?id=64668&redirect=false)):
Apache JMeter version 5.3

Steps to reproduce:
0. Make some HTTP request using Thread group
e.g. HTTP Get request with parameters {"emailOrUsername":"test_user","password":"test_pass"}
and add Listener:"View Results Tree"

1. Start the request by pressing the green triangle
2. In appeared "Warning!" pop-up click on the cross icon

Expected result: pop-up closed without any additional action.
Actual result: pop-up closed, request was sent with some results.
Please, see the Attachment

Created attachment [cross icon close.png](https://apache.github.io/jmeter-bugzilla-attachments/68/64668/37393/cross%20icon%20close.png): closing by cross icon

Severity: minor
OS: All