The "x" button wouldn't just be for compatibility, it would be for consistency. The notion of "click on any window's close button to get rid of it" is pretty-much universal and it would be a shame to break it. The convention for a close button is "x", or red, or both.

If I have to click outside a dialog box to close it, part of my brain is forever going to be feeling like I've clicked on another window to bring it to the front, and hidden a modeless dialog. It's not an interface that will feel right when I use it. I hope Nokia re-thinks this one.

Regards,
Roger