Steps to reproduce in AS2 build 55:
Menu File -> Certificates -> Sign/Cypt
--> Window "Available certificates and keys" opens.
Menu Tools -> Generate new key
--> Window "Generate key" opens.
Close that window by clicking X
--> in window "Available certificates and keys" a new certificate with alias "openssubdomain.yourdomain.com" appears.
I would expect clicking X to be the same or similar as clicking "Cancel".