ESC button closes the whole game

When you press ESC (at the starting screen at least), even if the Setting window was opened it completely closes the game instead of just that window.
Not sure if its the bug but its very annoying detail.
Please make it so there is the 'Are you sure you want to exit: yes/no?" thing popping out on ESC press.

It always works this way since POE 0 version so maybe it's annoying to some players but it's not a bug.

This also happens in Character Selection screen also: With Option Screen open, pressing ESC logs out to Menu screen instead of closing Options window. Expected behavior: last in first out closing hierarchy for layered views