Steps to reproduce in AS2 build 55:
Menu File -> Certificates -> Sign/Cypt
--> Window "Available certificates and keys" opens.
Menu Tools -> Trust certificate: Generate CSR to CA
--> Window "Trust certificate: Certificate Sign Request" opens.
Click X or press Escape
--> a save-as-window appears: "Please select the file where to store the request"
I would expect that clicking X or pressing Escape results in leaving window "Trust certificate: Certificate Sign Request" without further action.