Some pages have no close buttons, and the only default close action is 'Cancel'. This causes a rollback, which is sometimes not desired. When a popup contains a lot of text or objects and the developer wants to save space by not adding a 'close page' button, he/she is forced to use the 'Cancel changes' close action. A 'Close page' action is desired here, as a second option.
I raised this 3 years ago, didn't get much traction https://community.mendix.com/link/spaces/ui-&-front-end/ideas/3820
Agreed, this would be much appreciated.
As a workaround you can add a close button in the page and make it invisible if you don't want it to appear. Then you can set this button as the close action.