Hi Jozef,
This is the expected behavior of the DockingLayout, but we may consider this functionality for future development.
In the mean time I have created a workaround how to have this functionality:

 dockingLayout.addEventListener('keyup', (event) => {
        const tabComponent = document.activeElement;
        if(event.key === 'Escape' && tabComponent.classList.contains('smart-tabs')) {
            tabComponent.parents[3].close();
        }
    });

Let me know if that works for you!
Please, do not hesitate to contact us if you have any additional questions.
Best regards,
Yavor Dashev
Smart UI Team
https://www.htmlelements.com/