I missed it, because i was expecting things to happen in error. The average user faced with this will say "Wait, no cancel button? There must be another way to close the dialog!". I just though "No cancel button? The SDK is broken". The average user would never come to the same conclusion i came to.

What i in fact did was to click the X in the upper right corner and the dialog diappeared. But i once more wasn't sure if it was closed by a failure in the framework or by purpose. Again, an end user won't expect this to be a bug. He'd just think "ok, i clicked the X, now the dialog is gone. This seems to be the way things are supposed to work here".

Single major problem with this: He thinks clicking the X is the supposed way to close the dialog which it in fact isn't. But i can live with that ...