I have an app on jquery 1.5 with dialogs worked fine. While I have a lot of .live handlers, I changed this to .on. For that, I have to update jquery (now 1.8.3 an jquerui 1.
This is also some work around:
$("div[aria-describedby='divDialog'] .ui-button.ui-widget.ui-state-default.ui-corner-all.ui-button-icon-only.ui-dialog-titlebar-close").click();