Clicking outside a window will always close it, it won't get hidden by selecting something behind it. It's a common mechanic all over the UI, so it becomes perfectly natural after five seconds of "training".

And it's really not any different than what is already very common on our desktops (menu popups are closed by clicking outside) and all over the web (navigation popups are regularly closed the same way). It's just made even more discoverable by the blurring of the background.

In this case difference does indeed equal advantage, because it's plain more effective to use the large unused space for closing instead of a small button.

This won't be an issue if the blurring is strong enough to make the X practically disappear.

It might be an issue with Mer, if the blurring cannot be implemented this way. Then again, Mer is probably mainly going to be used by people familiar with the matter.