Making the zoomed preview disappear with a single click either inside or outside the preview makes sense, since it minimizes user effort (no mouse movement required).
But one might want to select parts of the formula in the zoomed view, and this in fact should be fairly straightforward to implement (the same way click-drag is not used to show the zoomed formula in the first place).
Version: unspecified
Severity: normal
See Also:
https://github.com/mathjax/MathJax/issues/568