This is also reproducible on Vector skin. I think the issue is not related with the skin but with the fact the the last rendered window by the WindowManager is the RecommendedImageToolbarDialog and this dialog is "stealing" the focus from the StructuredTaskOnboardingDialog. If we click inside the on-boarding dialog to regain focus and then press Esc key it works as expected.

Investigating ways to fix this, I wanted to try:

A) Instruct toolbar dialog to not steal focus (if possible) and then use $returnFocusTo config option in on-boarding dialog to return the focus there after on-boarding steps are finished / dismissed.
B) Regain the on-boarding modal focus after the toolbar dialog opens then use $returnFocusTo config option again.

Maybe think option A) would be better but I haven't been able to tell how WindowManager (from VE) is handling this, if there's some order or precedence rule or specific focus handling code?
For option B) I'm missing is where are we instructing the toolbar dialog to open, I can see the call to this.getSurface().executeCommand( 'recommendedImage' ) but it's not directly triggering the dialog opening, as far as I can tell.

@Sgs -- I notices that this task is still In Progress. In general, we prefer to finish open work when possible. Could you pick this task back up when you've finished the time-sensitive things you're working on? Or if you need more information from me, can you ask in Slack?