javascript:window.open('','_self').close() probably doesn't really work in emails.
@RLopez-WMF: @Wfan says that this was a discussion in the past that maybe was never resolved. Since we don't actually have anywhere for the "No" link to go to, can we change the template so it says something like: "If you didn't make this request, you can ignore this email and your email will not be changed.", with no button or link.