That's odd. Still not working for me. :( Actually, I just noticed that, for me, ESC doesn't work at a lot of other places in Evernote too. It doesn't cancel edit note tags, or jump to tag/notebook or move to notebook either. The only place where it does seem to work is the search notes bar and even there, it only closes the pop-up dialog and doesn't cancel the search completely and return to the note as I would expect it to.
I am using Evernote Version 6.6 (453293 Direct) on Mac OSX 10.10.5. The new version introduces a new quick search (Command+J) feature, which works well except that there is no easy way to cancel the dialog without using the mouse. Ideally, pressing Escape should cancel the dialog.