Make it a required field or change it to a custom microflow that you deem as a close button. Return a message asking them to provide it if it isn't there.
In addition to removing the standard Close & Save buttons and adding a custom button with a microflow attached to it: make sure you select that button and put the 'Close Button' property to 'true', otherwise the error will persist.
The X in the corner should trigger whatever button you have set as the Close Button in the properties.