No, there is no built-in property which allows this. You can however easily hook up the keyup event of the window and use its close method in order to implement this requirement.
On a side note Telerik does not guarantee replies to forum posts for Telerik Extensions for ASP.NET MVC. You can check here what the support options are.
All the best,
the Telerik team
If you want to get updates on new releases, tips and tricks and sneak peeks at our product labs directly from the developers working on the Telerik Extensions for ASP.MET MVC, subscribe to their blog feed