Close Window using key

Currently ESC is set to close all windows.
Is there anyone who has managed to change that to Close Window, whatever has focus.
Yes I know I can hit Ctrl + F4 (on windows), but I would like to hit ESC.
Why ? because I use different editors both photo and video that do. And in Cubase I find myself hitting the Esc key just to get a popup if i want to save the project.